+84.2%
DOCN vs USHY
+24.9%
+59.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.3% | +7.7% | +6.7% |
| 7D | -12.8% | +0.8% | -13.6% | -15.6% |
| 30D | -41.9% | +0.2% | -42.1% | -42.1% |
| 3M | -36.9% | -1.7% | -35.3% | -31.7% |
| 6M | -52.2% | -0.6% | -51.6% | -50.2% |
| YTD | +62.7% | +0.8% | +61.9% | +61.1% |
| 1Y | +58.2% | +2.1% | +56.1% | +48.7% |
| 3Y | +219.5% | +26.0% | +193.5% | +41.1% |
| 5Y | -32.9% | +19.2% | -52.1% | -44.9% |
| All | +84.2% | +24.9% | +59.3% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling