+198.1%
DOCN vs USHY
+27.0%
+171.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | 0.0% | +12.7% | +12.8% |
| 7D | +16.3% | 0.0% | +16.3% | +16.2% |
| 30D | +2.0% | 0.0% | +2.1% | +2.2% |
| 3M | -25.2% | +1.2% | -26.3% | -28.5% |
| 6M | +132.7% | +2.6% | +130.1% | +111.5% |
| YTD | +163.3% | +2.4% | +160.8% | +141.1% |
| 1Y | +280.3% | +4.2% | +276.1% | +226.5% |
| 3Y | +371.8% | +28.0% | +343.8% | +94.5% |
| 5Y | +87.1% | +21.8% | +65.3% | +40.4% |
| All | +198.1% | +27.0% | +171.1% | +94.5% |
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