+79.7%
COF vs DOCN
+74.7%
+5.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.3% |
| 7D | -1.5% | -19.2% | +17.7% | +1.3% |
| 30D | +3.0% | -43.1% | +46.1% | +10.7% |
| 3M | -7.9% | -40.7% | +32.8% | -2.5% |
| 6M | +5.2% | -55.0% | +60.2% | +14.4% |
| YTD | -15.7% | +50.6% | -66.4% | -27.7% |
| 1Y | -5.5% | +54.0% | -59.4% | -19.4% |
| 3Y | +100.5% | +203.9% | -103.4% | +46.6% |
| 5Y | +42.3% | -29.4% | +71.7% | +9.8% |
| All | +79.7% | +74.7% | +5.0% | +42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling