+95.0%
COF vs DOCN
+226.8%
-131.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -2.9% | -1.6% |
| 7D | -6.2% | -12.1% | +6.0% | -4.8% |
| 30D | -1.7% | -41.0% | +39.3% | +4.7% |
| 3M | -10.2% | -38.7% | +28.5% | -5.6% |
| 6M | +4.2% | -51.5% | +55.7% | +12.2% |
| YTD | -18.2% | +65.3% | -83.5% | -34.6% |
| 1Y | -9.7% | +53.9% | -63.6% | -26.6% |
| 3Y | +95.0% | +215.6% | -120.5% | +17.9% |
| All | +95.0% | +226.8% | -131.8% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling