+234.5%
COST vs DOCN
+70.4%
+164.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -15.9% | +17.7% | +2.7% |
| 7D | +7.1% | -29.3% | +36.4% | +9.1% |
| 30D | +14.1% | -46.0% | +60.1% | +17.8% |
| 3M | +13.3% | -43.2% | +56.5% | +16.2% |
| 6M | +5.2% | -53.7% | +58.9% | +8.7% |
| YTD | +24.3% | +46.9% | -22.6% | +14.5% |
| 1Y | +14.6% | +54.3% | -39.7% | +5.0% |
| 3Y | +97.6% | +185.5% | -87.9% | +64.6% |
| 5Y | +119.1% | -31.1% | +150.2% | +91.9% |
| All | +234.5% | +70.4% | +164.1% | +193.6% |
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