+154.6%
COF vs DOCU
+104.2%
+50.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -1.5% | -5.5% | +4.1% | -0.5% |
| 30D | +3.0% | +12.6% | -9.6% | +0.9% |
| 3M | -7.9% | +36.4% | -44.3% | -13.1% |
| 6M | +5.2% | +66.8% | -61.6% | -4.5% |
| YTD | -15.7% | +13.5% | -29.2% | -18.9% |
| 1Y | -5.5% | +11.3% | -16.8% | -8.8% |
| 3Y | +100.5% | +92.1% | +8.5% | +73.9% |
| 5Y | +42.3% | -71.0% | +113.3% | +40.8% |
| All | +154.6% | +104.2% | +50.4% | +78.8% |
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