+11.9%
COST vs DOCN
+110.0%
-98.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -7.2% | +9.8% | +2.4% |
| 7D | +6.6% | -20.0% | +26.7% | +5.9% |
| 30D | +13.5% | -38.8% | +52.3% | +12.0% |
| 3M | +10.6% | -34.8% | +45.4% | +9.4% |
| 6M | +3.6% | -22.8% | +26.4% | +1.9% |
| YTD | +22.1% | +74.6% | -52.5% | +19.1% |
| 1Y | +11.9% | +116.4% | -104.5% | +10.4% |
| All | +11.9% | +110.0% | -98.2% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 1y: compounded portfolio wealth divided by compounded DOCN 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…
1y analysis · Full analysis span regression · 6 months rolling