+122.3%
KO vs DOCN
+117.0%
+5.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.1% |
| 7D | +1.8% | +27.4% | -25.6% | +2.0% |
| 30D | +8.1% | -29.7% | +37.9% | +7.9% |
| 3M | +13.0% | -32.5% | +45.5% | +12.8% |
| 6M | +23.3% | -42.2% | +65.4% | +23.0% |
| YTD | +42.1% | +87.2% | -45.1% | +40.8% |
| 1Y | +39.9% | +86.2% | -46.3% | +38.6% |
| 3Y | +87.3% | +257.4% | -170.1% | +82.7% |
| 5Y | +99.3% | -27.4% | +126.6% | +91.8% |
| All | +122.3% | +117.0% | +5.2% | +124.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling