+164.6%
DOCN vs SCHG
+124.8%
+39.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +4.3% |
| 7D | +1.1% | -0.7% | +1.8% | +2.4% |
| 30D | -9.6% | +0.2% | -9.9% | -9.9% |
| 3M | -37.7% | +2.2% | -39.9% | -39.8% |
| 6M | +115.2% | +15.0% | +100.2% | +68.8% |
| YTD | +133.7% | +9.2% | +124.6% | +101.9% |
| 1Y | +250.2% | +15.7% | +234.4% | +174.2% |
| 3Y | +320.3% | +87.3% | +233.0% | +37.9% |
| 5Y | +53.1% | +84.5% | -31.4% | -35.5% |
| All | +164.6% | +124.8% | +39.8% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling