+164.6%
DOCN vs COO
-27.4%
+192.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.7% |
| 7D | +1.1% | -2.2% | +3.4% | +2.4% |
| 30D | -9.6% | -7.0% | -2.6% | -6.1% |
| 3M | -37.7% | +12.2% | -49.9% | -43.7% |
| 6M | +115.2% | -15.1% | +130.3% | +132.7% |
| YTD | +133.7% | -15.1% | +148.8% | +153.0% |
| 1Y | +250.2% | +2.3% | +247.8% | +227.8% |
| 3Y | +320.3% | -23.7% | +344.0% | +357.2% |
| 5Y | +53.1% | -38.9% | +92.0% | +91.4% |
| All | +164.6% | -27.4% | +192.0% | +182.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling