+11,717.9%
CHD vs DOC
+2,926.9%
+8,791.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +5.0% | +6.2% | -1.2% | +3.9% |
| 30D | +15.3% | +6.5% | +8.9% | +14.0% |
| 3M | +7.7% | -6.2% | +14.0% | +8.9% |
| 6M | +19.8% | +25.6% | -5.8% | +14.6% |
| YTD | +34.0% | +32.1% | +1.9% | +27.0% |
| 1Y | +30.1% | +20.3% | +9.8% | +25.3% |
| 3Y | +33.0% | +42.7% | -9.8% | +23.0% |
| 5Y | +33.1% | -22.2% | +55.3% | +36.0% |
| 10Y | +189.4% | +16.5% | +172.9% | +166.5% |
| All | +11,717.9% | +2,926.9% | +8,791.0% | +5,225.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling