+323.1%
DOCN vs CHTR
-63.8%
+386.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.7% |
| 7D | +1.1% | -1.1% | +2.2% | +1.1% |
| 30D | -9.6% | -0.8% | -8.9% | -10.1% |
| 3M | -37.7% | +17.8% | -55.5% | -40.6% |
| 6M | +115.2% | -34.5% | +149.7% | +134.7% |
| YTD | +133.7% | -27.2% | +160.9% | +146.1% |
| 1Y | +250.2% | -41.4% | +291.6% | +293.3% |
| All | +323.1% | -63.8% | +386.9% | +434.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling