+164.6%
DOCN vs CHTR
-76.5%
+241.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -10.6% |
| 3M | -37.7% | +17.8% | -55.5% | -42.8% |
| 6M | +115.2% | -34.5% | +149.7% | +141.1% |
| YTD | +133.7% | -27.2% | +160.9% | +148.3% |
| 1Y | +250.2% | -41.4% | +291.6% | +308.4% |
| 3Y | +320.3% | -64.0% | +384.3% | +484.9% |
| 5Y | +53.1% | -81.3% | +134.4% | +218.6% |
| All | +164.6% | -76.5% | +241.2% | +424.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling