+164.6%
DOCN vs CHRW
+75.7%
+88.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.6% | +2.2% | +2.6% |
| 7D | +1.1% | -1.8% | +3.0% | +1.9% |
| 30D | -9.6% | -3.9% | -5.8% | -8.3% |
| 3M | -37.7% | -19.7% | -17.9% | -33.3% |
| 6M | +115.2% | -21.7% | +136.9% | +131.7% |
| YTD | +133.7% | -7.5% | +141.3% | +132.4% |
| 1Y | +250.2% | +17.3% | +232.8% | +210.0% |
| 3Y | +320.3% | +78.8% | +241.5% | +196.8% |
| 5Y | +53.1% | +83.5% | -30.4% | +15.0% |
| All | +164.6% | +75.7% | +88.9% | +88.9% |
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