-48.1%
DOCS vs CHD
+28.5%
-76.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.8% |
| 7D | -0.8% | +2.0% | -2.7% | -0.9% |
| 30D | +17.4% | +13.0% | +4.4% | +16.4% |
| 3M | +57.4% | +6.1% | +51.3% | +56.5% |
| 6M | +26.5% | +15.9% | +10.7% | +26.1% |
| YTD | -26.6% | +31.6% | -58.2% | -26.9% |
| 1Y | -48.1% | +28.5% | -76.5% | -48.0% |
| All | -48.1% | +28.5% | -76.5% | -48.0% |
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