+324.3%
DOCN vs CHRW
+78.9%
+245.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.5% |
| 7D | +1.1% | -1.4% | +2.5% | +1.5% |
| 30D | -9.6% | -3.5% | -6.2% | -8.8% |
| 3M | -37.7% | -19.4% | -18.3% | -34.6% |
| 6M | +115.2% | -21.4% | +136.6% | +125.6% |
| YTD | +133.7% | -7.1% | +140.9% | +132.8% |
| 1Y | +250.2% | +17.8% | +232.3% | +223.9% |
| All | +324.3% | +78.9% | +245.4% | +242.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling