+286.6%
DOCN vs SCHG
+13.2%
+273.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.7% | +5.4% | +5.8% |
| 7D | +26.5% | -0.9% | +27.4% | +28.0% |
| 30D | +2.3% | -2.3% | +4.6% | +6.1% |
| 3M | -21.2% | +4.5% | -25.7% | -26.9% |
| 6M | +130.6% | +13.6% | +117.1% | +87.4% |
| YTD | +175.7% | +7.6% | +168.1% | +150.0% |
| 1Y | +286.6% | +13.0% | +273.5% | +207.3% |
| All | +286.6% | +13.2% | +273.3% | +207.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling