+72.2%
DOCU vs CHD
+137.5%
-65.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +6.9% | -2.7% | +9.6% | +7.4% |
| 30D | +19.0% | -4.6% | +23.6% | +19.9% |
| 3M | +34.3% | +5.0% | +29.3% | +33.3% |
| 6M | +48.0% | -3.2% | +51.2% | +48.6% |
| YTD | 0.0% | +18.6% | -18.6% | -3.5% |
| 1Y | -10.3% | +4.8% | -15.1% | -11.5% |
| 3Y | +32.4% | +6.1% | +26.3% | +28.1% |
| 5Y | -77.9% | +24.0% | -101.9% | -79.9% |
| All | +72.2% | +137.5% | -65.3% | +24.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling