+66.4%
DOCN vs HRB
+232.5%
-166.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.8% | -15.0% | -15.7% |
| 7D | -29.3% | +10.7% | -40.0% | -30.4% |
| 30D | -46.0% | +29.0% | -75.1% | -48.4% |
| 3M | -43.2% | +21.0% | -64.2% | -45.5% |
| 6M | -53.7% | +86.9% | -140.7% | -61.1% |
| YTD | +46.9% | +30.5% | +16.4% | +38.7% |
| 1Y | +54.3% | +13.6% | +40.8% | +52.8% |
| 3Y | +185.5% | +42.0% | +143.5% | +149.7% |
| 5Y | -31.1% | +157.2% | -188.3% | -47.3% |
| All | +66.4% | +232.5% | -166.2% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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