+198.1%
DOCN vs CHTR
-77.5%
+275.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -4.1% | +16.8% | +13.9% |
| 7D | +16.3% | -0.3% | +16.6% | +15.7% |
| 30D | +2.0% | -4.5% | +6.5% | +2.0% |
| 3M | -25.2% | +10.2% | -35.4% | -29.8% |
| 6M | +132.7% | -37.2% | +169.9% | +163.7% |
| YTD | +163.3% | -30.2% | +193.5% | +182.7% |
| 1Y | +280.3% | -44.8% | +325.1% | +352.0% |
| 3Y | +371.8% | -65.5% | +437.3% | +564.8% |
| 5Y | +87.1% | -81.8% | +168.9% | +291.0% |
| All | +198.1% | -77.5% | +275.6% | +497.5% |
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