+230.7%
COST vs DOCN
+74.7%
+156.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.3% |
| 7D | +4.1% | -19.2% | +23.2% | +5.2% |
| 30D | +12.0% | -43.1% | +55.0% | +15.3% |
| 3M | +11.2% | -40.7% | +51.9% | +13.7% |
| 6M | +6.1% | -55.0% | +61.1% | +10.0% |
| YTD | +22.9% | +50.6% | -27.7% | +13.1% |
| 1Y | +14.7% | +54.0% | -39.2% | +5.2% |
| 3Y | +92.3% | +203.9% | -111.6% | +59.4% |
| 5Y | +116.6% | -29.4% | +146.0% | +89.4% |
| All | +230.7% | +74.7% | +156.0% | +189.9% |
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