-5.5%
COF vs DOCN
+50.9%
-56.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.0% |
| 7D | -1.5% | -19.2% | +17.7% | -0.9% |
| 30D | +3.0% | -43.1% | +46.1% | +4.4% |
| 3M | -7.9% | -40.7% | +32.8% | -6.9% |
| 6M | +5.2% | -55.0% | +60.2% | +7.1% |
| YTD | -15.7% | +50.6% | -66.4% | -25.4% |
| 1Y | -5.5% | +54.0% | -59.4% | -16.9% |
| All | -5.5% | +50.9% | -56.4% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling