+37.0%
COF vs DOCN
-21.6%
+58.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.6% | -8.9% | -0.8% |
| 7D | -4.5% | +3.7% | -8.2% | -5.3% |
| 30D | -2.0% | -33.7% | +31.7% | +3.5% |
| 3M | -9.7% | -27.9% | +18.2% | -6.8% |
| 6M | +8.0% | -46.4% | +54.4% | +15.4% |
| YTD | -17.7% | +81.1% | -98.8% | -33.1% |
| 1Y | -9.3% | +74.3% | -83.6% | -25.8% |
| 3Y | +96.3% | +245.8% | -149.5% | +33.5% |
| 5Y | +37.0% | -23.7% | +60.7% | +0.7% |
| All | +37.0% | -21.6% | +58.5% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling