+41.7%
COF vs DOCU
-71.0%
+112.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -1.5% | -5.5% | +4.1% | -0.2% |
| 30D | +3.0% | +12.6% | -9.6% | +0.2% |
| 3M | -7.9% | +36.4% | -44.3% | -14.7% |
| 6M | +5.2% | +66.8% | -61.6% | -7.6% |
| YTD | -15.7% | +13.5% | -29.2% | -19.9% |
| 1Y | -5.5% | +11.3% | -16.8% | -9.9% |
| 3Y | +100.5% | +92.1% | +8.5% | +62.8% |
| All | +41.7% | -71.0% | +112.8% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling