-35.6%
DOCN vs SCHG
+64.3%
-99.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +0.7% |
| 7D | -19.2% | -3.4% | -15.7% | -13.2% |
| 30D | -43.1% | -10.1% | -32.9% | -29.2% |
| 3M | -40.7% | -6.3% | -34.4% | -31.4% |
| 6M | -55.0% | -1.8% | -53.2% | -51.9% |
| YTD | +50.6% | +1.9% | +48.7% | +51.0% |
| 1Y | +54.0% | +2.6% | +51.3% | +52.8% |
| 3Y | +203.9% | +78.4% | +125.5% | +9.3% |
| All | -35.6% | +64.3% | -99.9% | -61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling