+70.5%
DOCN vs USHY
+24.5%
+46.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -19.2% | -0.3% | -18.9% | -18.4% |
| 30D | -43.1% | 0.0% | -43.1% | -42.8% |
| 3M | -40.7% | -1.8% | -38.9% | -35.5% |
| 6M | -55.0% | -1.0% | -54.0% | -52.3% |
| YTD | +50.6% | +0.5% | +50.2% | +50.9% |
| 1Y | +54.0% | +1.9% | +52.1% | +46.0% |
| 3Y | +203.9% | +24.9% | +179.0% | +38.7% |
| 5Y | -29.4% | +18.8% | -48.2% | -41.3% |
| All | +70.5% | +24.5% | +46.0% | +21.8% |
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