+164.6%
DOCN vs CHD
+24.0%
+140.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | +1.1% | -2.7% | +3.8% | +0.6% |
| 30D | -9.6% | -4.6% | -5.0% | -10.4% |
| 3M | -37.7% | +5.0% | -42.7% | -37.0% |
| 6M | +115.2% | -3.2% | +118.4% | +116.3% |
| YTD | +133.7% | +18.6% | +115.1% | +138.6% |
| 1Y | +250.2% | +4.8% | +245.3% | +253.7% |
| 3Y | +320.3% | +6.1% | +314.2% | +327.2% |
| 5Y | +53.1% | +24.0% | +29.1% | +64.7% |
| All | +164.6% | +24.0% | +140.6% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling