+52.8%
COF vs DOCU
-78.0%
+130.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -1.2% |
| 7D | +1.8% | +6.9% | -5.1% | +0.3% |
| 30D | -0.6% | +19.0% | -19.6% | -4.7% |
| 3M | +20.3% | +34.3% | -14.0% | +11.7% |
| 6M | +13.0% | +48.0% | -35.0% | +1.9% |
| YTD | -8.3% | 0.0% | -8.3% | -10.0% |
| 1Y | -1.5% | -10.3% | +8.8% | -1.3% |
| 3Y | +122.3% | +32.4% | +89.9% | +97.2% |
| All | +52.8% | -78.0% | +130.8% | +49.8% |
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 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