+84.2%
DOCN vs CHD
+40.1%
+44.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.8% | +6.2% | +8.5% |
| 7D | -12.8% | +0.8% | -13.6% | -12.6% |
| 30D | -41.9% | +13.5% | -55.4% | -39.9% |
| 3M | -36.9% | +8.1% | -45.1% | -35.3% |
| 6M | -52.2% | +19.9% | -72.1% | -50.0% |
| YTD | +62.7% | +34.0% | +28.7% | +71.8% |
| 1Y | +58.2% | +29.8% | +28.4% | +66.7% |
| 3Y | +219.5% | +28.7% | +190.7% | +237.4% |
| 5Y | -32.9% | +31.8% | -64.7% | -28.0% |
| All | +84.2% | +40.1% | +44.2% | +108.1% |
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