+103.1%
DOCN vs CHRW
+60.0%
+43.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.2% | -4.2% |
| 7D | +19.1% | +7.3% | +11.8% | +16.1% |
| 30D | -21.0% | -3.6% | -17.4% | -19.9% |
| 3M | -34.7% | -9.6% | -25.2% | -32.6% |
| 6M | -45.8% | -17.0% | -28.8% | -43.2% |
| YTD | +79.4% | -15.4% | +94.8% | +83.6% |
| 1Y | +91.0% | -10.0% | +101.0% | +90.5% |
| 3Y | +237.5% | +82.2% | +155.3% | +130.1% |
| 5Y | -30.4% | +59.4% | -89.8% | -46.3% |
| All | +103.1% | +60.0% | +43.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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