+164.6%
DOCN vs USHY
+27.0%
+137.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.9% |
| 7D | +1.1% | -0.1% | +1.3% | +1.7% |
| 30D | -9.6% | +0.1% | -9.7% | -9.9% |
| 3M | -37.7% | +0.8% | -38.5% | -39.6% |
| 6M | +115.2% | +1.7% | +113.5% | +102.5% |
| YTD | +133.7% | +2.5% | +131.3% | +113.8% |
| 1Y | +250.2% | +4.4% | +245.8% | +198.7% |
| 3Y | +320.3% | +27.4% | +292.9% | +76.6% |
| 5Y | +53.1% | +21.7% | +31.4% | +15.0% |
| All | +164.6% | +27.0% | +137.6% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling