+70.5%
DOCN vs COO
-34.9%
+105.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +3.4% |
| 7D | -19.2% | +4.7% | -23.9% | -21.2% |
| 30D | -43.1% | +13.9% | -57.0% | -47.2% |
| 3M | -40.7% | -14.9% | -25.8% | -36.8% |
| 6M | -55.0% | +2.0% | -57.0% | -58.3% |
| YTD | +50.6% | -23.9% | +74.5% | +69.4% |
| 1Y | +54.0% | -9.6% | +63.6% | +52.6% |
| 3Y | +203.9% | -25.4% | +229.3% | +214.2% |
| 5Y | -29.4% | -41.2% | +11.8% | -9.5% |
| All | +70.5% | -34.9% | +105.4% | +89.3% |
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