+95.3%
DOCU vs CHD
+163.5%
-68.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | -5.5% | +2.0% | -7.5% | -5.9% |
| 30D | +12.6% | +13.0% | -0.4% | +10.3% |
| 3M | +36.4% | +6.1% | +30.3% | +35.0% |
| 6M | +66.8% | +15.9% | +50.9% | +62.7% |
| YTD | +13.5% | +31.6% | -18.2% | +7.5% |
| 1Y | +11.3% | +28.5% | -17.2% | +5.9% |
| 3Y | +92.1% | +30.5% | +61.6% | +78.1% |
| 5Y | -71.0% | +30.7% | -101.7% | -73.7% |
| All | +95.3% | +163.5% | -68.2% | +38.3% |
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