+164.6%
DOCN vs PHM
+169.7%
-5.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | +1.1% | -3.2% | +4.3% | +3.0% |
| 30D | -9.6% | -6.4% | -3.2% | -6.8% |
| 3M | -37.7% | +5.5% | -43.2% | -41.4% |
| 6M | +115.2% | -5.4% | +120.7% | +115.6% |
| YTD | +133.7% | +6.6% | +127.1% | +114.9% |
| 1Y | +250.2% | -8.8% | +259.0% | +253.2% |
| 3Y | +320.3% | +54.1% | +266.2% | +172.6% |
| 5Y | +53.1% | +144.5% | -91.4% | -37.6% |
| All | +164.6% | +169.7% | -5.1% | +2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling