-8.5%
COF vs DOCU
+10.8%
-19.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | -5.8% | -4.8% | -1.0% | -5.3% |
| 30D | -0.3% | +9.4% | -9.7% | -1.6% |
| 3M | -8.5% | +29.0% | -37.5% | -11.7% |
| 6M | +5.6% | +62.3% | -56.7% | -2.1% |
| YTD | -17.1% | +13.7% | -30.8% | -21.5% |
| All | -8.5% | +10.8% | -19.3% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling