+147.0%
COF vs DOCU
+104.4%
+42.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | -6.2% | -3.4% | -2.8% | -5.6% |
| 30D | -1.7% | +9.3% | -11.0% | -3.3% |
| 3M | -10.2% | +30.2% | -40.5% | -14.6% |
| 6M | +4.2% | +62.1% | -58.0% | -5.0% |
| YTD | -18.2% | +13.5% | -31.8% | -21.3% |
| 1Y | -9.7% | +11.5% | -21.2% | -13.0% |
| 3Y | +95.0% | +89.5% | +5.5% | +69.5% |
| 5Y | +36.8% | -69.6% | +106.5% | +35.0% |
| All | +147.0% | +104.4% | +42.6% | +73.5% |
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