+95.5%
COF vs DOCN
+171.0%
-75.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.8% |
| 7D | +1.8% | +1.1% | +0.7% | +1.6% |
| 30D | -0.6% | -9.6% | +9.1% | +0.5% |
| 3M | +20.3% | -37.7% | +58.0% | +27.4% |
| 6M | +13.0% | +115.2% | -102.2% | -5.6% |
| YTD | -8.3% | +133.7% | -142.1% | -25.1% |
| 1Y | -1.5% | +250.2% | -251.6% | -26.0% |
| 3Y | +122.3% | +320.3% | -198.0% | +56.8% |
| 5Y | +52.5% | +53.1% | -0.6% | +12.4% |
| All | +95.5% | +171.0% | -75.5% | +47.2% |
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