+105.1%
DOCN vs CHD
+41.0%
+64.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.2% | +9.4% | +9.7% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | -33.7% | +12.2% | -45.8% | -31.6% |
| 3M | -27.9% | +9.3% | -37.2% | -25.8% |
| 6M | -46.4% | +24.3% | -70.7% | -43.6% |
| YTD | +81.1% | +34.9% | +46.3% | +91.5% |
| 1Y | +74.3% | +32.7% | +41.6% | +84.1% |
| 3Y | +245.8% | +29.4% | +216.4% | +265.7% |
| 5Y | -23.7% | +31.7% | -55.4% | -18.5% |
| All | +105.1% | +41.0% | +64.1% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling