-11.5%
COF vs DOCN
+77.9%
-89.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.4% | -5.1% | -1.9% |
| 7D | -5.0% | +27.4% | -32.4% | -5.6% |
| 30D | -2.3% | -29.7% | +27.5% | -1.5% |
| 3M | -12.7% | -32.5% | +19.8% | -11.9% |
| 6M | +6.2% | -42.2% | +48.4% | +7.3% |
| YTD | -19.2% | +87.2% | -106.4% | -29.6% |
| 1Y | -11.5% | +86.2% | -97.7% | -22.7% |
| All | -11.5% | +77.9% | -89.4% | -22.7% |
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