+215.6%
DOCN vs USHY
+25.1%
+190.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +3.7% |
| 7D | -12.1% | +0.3% | -12.4% | -13.7% |
| 30D | -41.0% | -0.1% | -40.9% | -40.1% |
| 3M | -38.7% | -1.9% | -36.9% | -31.1% |
| 6M | -51.5% | -1.0% | -50.5% | -47.8% |
| YTD | +65.3% | +0.4% | +64.8% | +65.3% |
| 1Y | +53.9% | +1.4% | +52.5% | +45.6% |
| 3Y | +215.6% | +24.9% | +190.6% | +23.2% |
| All | +215.6% | +25.1% | +190.4% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling