+66.4%
DOCN vs COO
-33.7%
+100.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -1.4% | -14.4% | -15.2% |
| 7D | -29.3% | +5.3% | -34.5% | -31.2% |
| 30D | -46.0% | +12.5% | -58.6% | -49.6% |
| 3M | -43.2% | -15.1% | -28.1% | -39.2% |
| 6M | -53.7% | +3.7% | -57.4% | -57.4% |
| YTD | +46.9% | -22.5% | +69.4% | +63.8% |
| 1Y | +54.3% | -7.8% | +62.1% | +51.5% |
| 3Y | +185.5% | -24.1% | +209.6% | +192.8% |
| 5Y | -31.1% | -40.1% | +9.0% | -12.5% |
| All | +66.4% | -33.7% | +100.1% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling