+97.7%
DOCN vs PH
+217.0%
-119.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.7% | -3.5% | -3.9% |
| 7D | -20.0% | -0.2% | -19.8% | -19.8% |
| 30D | -38.8% | -6.7% | -32.1% | -34.7% |
| 3M | -34.8% | -8.1% | -26.7% | -30.0% |
| 6M | -22.8% | +5.3% | -28.1% | -27.0% |
| YTD | +74.6% | +4.2% | +70.4% | +63.7% |
| 1Y | +116.4% | +19.3% | +97.1% | +78.0% |
| 3Y | +239.3% | +133.9% | +105.5% | +45.0% |
| 5Y | -20.2% | +197.7% | -217.9% | -74.5% |
| All | +97.7% | +217.0% | -119.3% | -37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling