+150.5%
COF vs DOCU
+104.6%
+45.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -5.8% | -4.8% | -1.0% | -5.0% |
| 30D | -0.3% | +9.4% | -9.7% | -2.0% |
| 3M | -8.5% | +29.0% | -37.5% | -12.7% |
| 6M | +5.6% | +62.3% | -56.7% | -3.7% |
| YTD | -17.1% | +13.7% | -30.8% | -20.2% |
| 1Y | -7.4% | +11.5% | -19.0% | -10.7% |
| 3Y | +99.1% | +94.2% | +4.9% | +72.3% |
| 5Y | +39.5% | -71.7% | +111.3% | +38.3% |
| All | +150.5% | +104.6% | +45.8% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling