-27.4%
DOCN vs CHD
+30.9%
-58.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.6% | +3.3% |
| 7D | +27.4% | +0.4% | +27.0% | +27.5% |
| 30D | -29.7% | +11.6% | -41.3% | -27.9% |
| 3M | -32.5% | +10.7% | -43.2% | -30.6% |
| 6M | -42.2% | +20.2% | -62.4% | -39.9% |
| YTD | +87.2% | +34.5% | +52.7% | +95.0% |
| 1Y | +86.2% | +32.6% | +53.7% | +93.9% |
| 3Y | +257.4% | +29.1% | +228.3% | +270.4% |
| 5Y | -27.4% | +31.5% | -58.9% | -22.2% |
| All | -27.4% | +30.9% | -58.3% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling