+116.4%
DOCN vs PH
+20.3%
+96.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.7% | -3.5% | -5.0% |
| 7D | -20.0% | -0.2% | -19.8% | -19.7% |
| 30D | -38.8% | -6.7% | -32.1% | -36.2% |
| 3M | -34.8% | -8.1% | -26.7% | -31.7% |
| 6M | -22.8% | +5.3% | -28.1% | -23.5% |
| YTD | +74.6% | +4.2% | +70.4% | +68.7% |
| 1Y | +116.4% | +19.3% | +97.1% | +94.5% |
| All | +116.4% | +20.3% | +96.1% | +94.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 1y: compounded portfolio wealth divided by compounded PH 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…
1y analysis · Full analysis span regression · 6 months rolling