-10.3%
DOCU vs CHD
+7.1%
-17.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | -2.7% | +9.6% | +6.6% |
| 30D | +19.0% | -4.6% | +23.6% | +18.4% |
| 3M | +34.3% | +5.0% | +29.3% | +36.5% |
| 6M | +48.0% | -3.2% | +51.2% | +46.8% |
| YTD | 0.0% | +18.6% | -18.6% | +1.9% |
| 1Y | -10.3% | +4.8% | -15.1% | -15.1% |
| All | -10.3% | +7.1% | -17.3% | -15.1% |
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