-35.6%
DOCN vs COO
-41.6%
+6.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -36.7% |
| 6M | -55.0% | +2.0% | -57.0% | -58.4% |
| YTD | +50.6% | -23.9% | +74.5% | +69.9% |
| 1Y | +54.0% | -9.6% | +63.6% | +52.5% |
| 3Y | +203.9% | -25.4% | +229.3% | +211.5% |
| All | -35.6% | -41.6% | +6.0% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling