+70.5%
DOCN vs CHRW
+49.2%
+21.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +3.4% |
| 7D | -19.2% | +0.6% | -19.7% | -19.2% |
| 30D | -43.1% | -7.3% | -35.8% | -41.5% |
| 3M | -40.7% | -14.2% | -26.5% | -37.6% |
| 6M | -55.0% | -25.1% | -29.9% | -51.0% |
| YTD | +50.6% | -21.2% | +71.8% | +58.1% |
| 1Y | +54.0% | -14.2% | +68.1% | +56.0% |
| 3Y | +203.9% | +63.5% | +140.4% | +117.5% |
| 5Y | -29.4% | +49.6% | -79.0% | -44.1% |
| All | +70.5% | +49.2% | +21.4% | +28.8% |
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