+203.9%
DOCN vs USHY
+23.7%
+180.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -19.2% | -0.3% | -18.9% | -18.1% |
| 30D | -43.1% | 0.0% | -43.1% | -42.7% |
| 3M | -40.7% | -2.4% | -38.3% | -31.4% |
| 6M | -55.0% | -1.6% | -53.3% | -49.8% |
| YTD | +50.6% | -0.2% | +50.8% | +55.2% |
| 1Y | +54.0% | +1.2% | +52.7% | +46.9% |
| 3Y | +203.9% | +24.1% | +179.8% | +20.1% |
| All | +203.9% | +23.7% | +180.2% | +20.1% |
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