+198.1%
DOCN vs SCHG
+123.1%
+75.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | -0.8% | +13.4% | +14.0% |
| 7D | +16.3% | -0.1% | +16.4% | +16.2% |
| 30D | +2.0% | -1.5% | +3.5% | +4.7% |
| 3M | -25.2% | +4.4% | -29.6% | -30.6% |
| 6M | +132.7% | +15.7% | +117.0% | +80.4% |
| YTD | +163.3% | +8.3% | +155.0% | +130.2% |
| 1Y | +280.3% | +14.2% | +266.1% | +204.3% |
| 3Y | +371.8% | +88.3% | +283.6% | +52.8% |
| 5Y | +87.1% | +83.5% | +3.7% | -20.4% |
| All | +198.1% | +123.1% | +75.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 10y: compounded portfolio wealth divided by compounded SCHG 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…
10y analysis · Full analysis span regression · 6 months rolling