+115.2%
DOCN vs PH
-2.4%
+117.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | +1.1% | -3.1% | +4.2% | +2.2% |
| 30D | -9.6% | -3.2% | -6.4% | -8.5% |
| 3M | -37.7% | +10.6% | -48.3% | -39.2% |
| 6M | +115.2% | -2.1% | +117.3% | +125.8% |
| All | +115.2% | -2.4% | +117.7% | +125.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling