+324.3%
DOCN vs CNH
+9.6%
+314.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +1.2% |
| 7D | +1.1% | +23.3% | -22.2% | -7.5% |
| 30D | -9.6% | +33.5% | -43.1% | -20.6% |
| 3M | -37.7% | +32.7% | -70.4% | -45.6% |
| 6M | +115.2% | +22.2% | +93.0% | +93.3% |
| YTD | +133.7% | +57.7% | +76.0% | +80.4% |
| 1Y | +250.2% | +28.0% | +222.2% | +204.5% |
| All | +324.3% | +9.6% | +314.7% | +262.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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