+116.4%
DOCN vs USHY
+1.9%
+114.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +0.7% | -7.8% | -11.1% |
| 7D | -20.0% | -0.2% | -19.8% | -19.0% |
| 30D | -38.8% | +0.7% | -39.4% | -40.8% |
| 3M | -34.8% | -2.2% | -32.6% | -24.5% |
| 6M | -22.8% | -0.9% | -21.9% | -16.7% |
| YTD | +74.6% | +0.2% | +74.5% | +73.3% |
| 1Y | +116.4% | +1.7% | +114.7% | +83.1% |
| All | +116.4% | +1.9% | +114.6% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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