+187.0%
COST vs DOCN
+171.0%
+16.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.9% | -1.2% |
| 7D | -3.1% | +1.1% | -4.3% | -3.2% |
| 30D | -2.8% | -9.6% | +6.8% | -2.3% |
| 3M | -5.7% | -37.7% | +32.0% | -3.0% |
| 6M | -8.8% | +115.2% | -124.0% | -16.7% |
| YTD | +6.7% | +133.7% | -127.1% | -3.7% |
| 1Y | -3.6% | +250.2% | -253.8% | -16.8% |
| 3Y | +75.1% | +320.3% | -245.2% | +43.7% |
| 5Y | +108.9% | +53.1% | +55.8% | +79.0% |
| All | +187.0% | +171.0% | +16.0% | +146.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling