+196.4%
DOCN vs PHM
+67.6%
+128.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.6% | -15.3% | -15.7% |
| 7D | -29.3% | +8.7% | -38.0% | -31.3% |
| 30D | -46.0% | +16.4% | -62.4% | -49.0% |
| 3M | -43.2% | +1.8% | -45.0% | -43.9% |
| 6M | -53.7% | +15.1% | -68.8% | -57.3% |
| YTD | +46.9% | +16.0% | +30.9% | +33.5% |
| 1Y | +54.3% | +14.1% | +40.2% | +40.9% |
| All | +196.4% | +67.6% | +128.8% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 3y: compounded portfolio wealth divided by compounded PHM 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…
3y analysis · Full analysis span regression · 6 months rolling