-8.5%
COF vs DOCN
+55.6%
-64.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.0% | -9.7% | -1.8% |
| 7D | -5.8% | -12.8% | +7.0% | -5.5% |
| 30D | -0.3% | -41.9% | +41.6% | +0.8% |
| 3M | -8.5% | -36.9% | +28.4% | -7.6% |
| 6M | +5.6% | -52.2% | +57.9% | +7.4% |
| YTD | -17.1% | +62.7% | -79.8% | -26.9% |
| All | -8.5% | +55.6% | -64.1% | -17.7% |
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