-51.1%
DOCS vs CHD
+32.0%
-83.1%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.3% |
| 7D | -1.3% | +5.0% | -6.4% | -1.5% |
| 30D | +19.4% | +15.3% | +4.1% | +18.8% |
| 3M | +53.4% | +7.7% | +45.7% | +52.9% |
| 6M | +28.8% | +19.8% | +9.0% | +28.2% |
| YTD | -25.1% | +34.0% | -59.1% | -25.7% |
| 1Y | -48.1% | +30.1% | -78.3% | -48.5% |
| 3Y | +51.4% | +33.0% | +18.4% | +46.9% |
| 5Y | -51.1% | +33.1% | -84.2% | -47.4% |
| All | -51.1% | +32.0% | -83.1% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling