+122.5%
COST vs DOCN
-30.4%
+152.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | +4.6% | -12.1% | +16.7% | +5.3% |
| 30D | +12.8% | -41.0% | +53.8% | +16.2% |
| 3M | +12.1% | -38.7% | +50.8% | +14.7% |
| 6M | +6.0% | -51.5% | +57.5% | +9.7% |
| YTD | +24.4% | +65.3% | -40.9% | +12.7% |
| 1Y | +17.1% | +53.9% | -36.8% | +6.8% |
| 3Y | +92.2% | +215.6% | -123.4% | +55.7% |
| 5Y | +122.5% | -26.2% | +148.7% | +94.8% |
| All | +122.5% | -30.4% | +152.9% | +94.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling