+98.6%
DOCU vs CHD
+168.3%
-69.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.3% | -1.9% |
| 7D | -3.2% | +5.0% | -8.2% | -4.0% |
| 30D | +15.7% | +15.3% | +0.4% | +12.9% |
| 3M | +37.3% | +7.7% | +29.5% | +35.5% |
| 6M | +63.1% | +19.8% | +43.3% | +58.3% |
| YTD | +15.4% | +34.0% | -18.6% | +9.0% |
| 1Y | +11.3% | +30.1% | -18.8% | +5.7% |
| 3Y | +92.1% | +33.0% | +59.1% | +77.5% |
| 5Y | -70.5% | +33.1% | -103.6% | -73.4% |
| All | +98.6% | +168.3% | -69.7% | +40.2% |
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