+51.5%
DOCN vs USHY
+2.0%
+49.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.3% | +7.7% | +6.0% |
| 7D | -12.8% | +0.8% | -13.6% | -16.9% |
| 30D | -41.9% | +0.2% | -42.1% | -42.1% |
| 3M | -36.9% | -1.7% | -35.3% | -29.3% |
| 6M | -52.2% | -0.6% | -51.6% | -49.4% |
| YTD | +62.7% | +0.8% | +61.9% | +56.3% |
| All | +51.5% | +2.0% | +49.5% | +36.0% |
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