+97.7%
DOCN vs CNH
-0.2%
+97.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.2% | -7.0% | -7.1% |
| 7D | -20.0% | +6.5% | -26.5% | -22.5% |
| 30D | -38.8% | -12.0% | -26.8% | -35.7% |
| 3M | -34.8% | +4.4% | -39.2% | -38.2% |
| 6M | -22.8% | +15.7% | -38.5% | -31.9% |
| YTD | +74.6% | +28.2% | +46.4% | +42.2% |
| 1Y | +116.4% | +14.8% | +101.6% | +86.6% |
| 3Y | +239.3% | +8.3% | +231.0% | +195.3% |
| 5Y | -20.2% | -15.2% | -5.0% | -22.8% |
| All | +97.7% | -0.2% | +97.9% | +85.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling