+97.7%
DOCN vs CHRW
+59.3%
+38.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.2% | -7.4% | -7.3% |
| 7D | -20.0% | +4.9% | -24.9% | -21.4% |
| 30D | -38.8% | -4.8% | -34.0% | -37.9% |
| 3M | -34.8% | -13.1% | -21.7% | -31.8% |
| 6M | -22.8% | -16.3% | -6.4% | -19.3% |
| YTD | +74.6% | -15.8% | +90.4% | +78.4% |
| 1Y | +116.4% | -11.1% | +127.6% | +116.2% |
| 3Y | +239.3% | +75.3% | +164.1% | +135.9% |
| 5Y | -20.2% | +56.0% | -76.3% | -38.6% |
| All | +97.7% | +59.3% | +38.4% | +45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling