-71.7%
DOCU vs CHD
+30.9%
-102.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.5% |
| 7D | -5.5% | +2.0% | -7.5% | -5.7% |
| 30D | +12.6% | +13.0% | -0.4% | +11.3% |
| 3M | +36.4% | +6.1% | +30.3% | +35.5% |
| 6M | +66.8% | +15.9% | +50.9% | +64.7% |
| YTD | +13.5% | +31.6% | -18.2% | +9.8% |
| 1Y | +11.3% | +28.5% | -17.2% | +8.0% |
| 3Y | +92.1% | +30.5% | +61.6% | +78.9% |
| All | -71.7% | +30.9% | -102.6% | -73.3% |
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 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