+84.2%
DOCN vs CHTR
-81.3%
+165.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.7% | +5.4% | +7.4% |
| 7D | -12.8% | +4.9% | -17.7% | -14.2% |
| 30D | -41.9% | +17.2% | -59.2% | -44.8% |
| 3M | -36.9% | -20.6% | -16.4% | -34.6% |
| 6M | -52.2% | -21.7% | -30.5% | -51.0% |
| YTD | +62.7% | -41.9% | +104.7% | +81.3% |
| 1Y | +58.2% | -44.9% | +103.1% | +80.1% |
| 3Y | +219.5% | -70.0% | +289.5% | +355.8% |
| 5Y | -32.9% | -82.6% | +49.7% | +37.4% |
| All | +84.2% | -81.3% | +165.5% | +283.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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