+103.3%
DOCU vs CHD
+173.1%
-69.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.5% |
| 7D | +4.1% | +3.6% | +0.4% | +3.4% |
| 30D | +7.4% | +10.4% | -3.1% | +5.5% |
| 3M | +26.0% | +12.2% | +13.8% | +23.5% |
| 6M | +79.2% | +19.9% | +59.3% | +73.8% |
| YTD | +18.1% | +36.4% | -18.3% | +11.2% |
| 1Y | +20.5% | +35.1% | -14.6% | +13.7% |
| 3Y | +96.4% | +29.2% | +67.2% | +83.1% |
| 5Y | -69.5% | +33.4% | -102.9% | -72.4% |
| All | +103.3% | +173.1% | -69.8% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling