+66.4%
DOCN vs PHM
+193.5%
-127.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -0.6% | -15.3% | -15.5% |
| 7D | -29.3% | +8.7% | -38.0% | -32.8% |
| 30D | -46.0% | +16.4% | -62.4% | -51.0% |
| 3M | -43.2% | +1.8% | -45.0% | -44.9% |
| 6M | -53.7% | +15.1% | -68.8% | -59.1% |
| YTD | +46.9% | +16.0% | +30.9% | +27.0% |
| 1Y | +54.3% | +14.1% | +40.2% | +34.2% |
| 3Y | +185.5% | +65.9% | +119.6% | +75.7% |
| 5Y | -31.1% | +180.9% | -212.0% | -73.7% |
| All | +66.4% | +193.5% | -127.2% | -39.2% |
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