+66.4%
DOCN vs CHRW
+52.7%
+13.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -4.1% | -11.7% | -14.3% |
| 7D | -29.3% | +0.7% | -30.0% | -29.2% |
| 30D | -46.0% | -5.0% | -41.0% | -45.1% |
| 3M | -43.2% | -16.1% | -27.1% | -39.7% |
| 6M | -53.7% | -22.6% | -31.1% | -50.2% |
| YTD | +46.9% | -19.3% | +66.2% | +52.9% |
| 1Y | +54.3% | -14.9% | +69.3% | +57.1% |
| 3Y | +185.5% | +68.0% | +117.5% | +102.2% |
| 5Y | -31.1% | +53.2% | -84.3% | -46.0% |
| All | +66.4% | +52.7% | +13.6% | +24.5% |
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