+74.9%
COST vs DOCN
+324.7%
-249.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.1% |
| 7D | -3.1% | +1.1% | -4.3% | -3.2% |
| 30D | -2.8% | -9.6% | +6.8% | -2.6% |
| 3M | -5.7% | -37.7% | +32.0% | -4.2% |
| 6M | -8.8% | +115.2% | -124.0% | -14.5% |
| YTD | +6.7% | +133.7% | -127.1% | -0.8% |
| 1Y | -3.6% | +250.2% | -253.8% | -13.4% |
| All | +74.9% | +324.7% | -249.8% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling