+237.5%
DOCN vs SCHG
+79.3%
+158.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.8% | -3.4% | -2.8% |
| 7D | +19.1% | +2.7% | +16.3% | +14.2% |
| 30D | -21.0% | -5.2% | -15.8% | -11.9% |
| 3M | -34.7% | -5.2% | -29.6% | -26.7% |
| 6M | -45.8% | -0.6% | -45.2% | -43.2% |
| YTD | +79.4% | +4.7% | +74.7% | +74.4% |
| 1Y | +91.0% | +6.0% | +85.0% | +82.3% |
| 3Y | +237.5% | +78.9% | +158.5% | +57.5% |
| All | +237.5% | +79.3% | +158.1% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling