+66.4%
DOCN vs CHD
+40.1%
+26.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.6% | -15.2% | -16.0% |
| 7D | -29.3% | +5.0% | -34.3% | -28.3% |
| 30D | -46.0% | +15.3% | -61.4% | -44.0% |
| 3M | -43.2% | +7.7% | -50.9% | -41.7% |
| 6M | -53.7% | +19.8% | -73.5% | -51.5% |
| YTD | +46.9% | +34.0% | +12.9% | +55.1% |
| 1Y | +54.3% | +30.1% | +24.2% | +62.7% |
| 3Y | +185.5% | +33.0% | +152.6% | +202.5% |
| 5Y | -31.1% | +33.1% | -64.2% | -25.6% |
| All | +66.4% | +40.1% | +26.2% | +88.0% |
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 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