+84.2%
DOCN vs SCHG
+115.9%
-31.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.8% | +5.2% | +2.9% |
| 7D | -12.8% | +0.3% | -13.1% | -12.4% |
| 30D | -41.9% | -7.2% | -34.7% | -31.8% |
| 3M | -36.9% | -4.7% | -32.3% | -29.3% |
| 6M | -52.2% | +0.1% | -52.3% | -50.7% |
| YTD | +62.7% | +4.8% | +57.9% | +55.4% |
| 1Y | +58.2% | +5.8% | +52.5% | +49.1% |
| 3Y | +219.5% | +82.5% | +136.9% | +12.1% |
| 5Y | -32.9% | +69.8% | -102.6% | -66.8% |
| All | +84.2% | +115.9% | -31.6% | -33.7% |
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