-47.3%
DOCS vs CHD
+30.9%
-78.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +6.1% |
| 7D | +1.2% | +6.9% | -5.7% | +0.6% |
| 30D | +21.3% | +17.1% | +4.2% | +19.8% |
| 3M | +58.4% | +9.1% | +49.3% | +57.0% |
| 6M | +39.3% | +21.4% | +17.9% | +39.0% |
| YTD | -21.7% | +34.9% | -56.6% | -22.5% |
| 1Y | -47.3% | +31.0% | -78.4% | -47.0% |
| All | -47.3% | +30.9% | -78.3% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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