+35.7%
COF vs DOCU
-69.6%
+105.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.6% |
| 7D | -3.4% | +4.1% | -7.4% | -4.2% |
| 30D | +0.4% | +7.4% | -7.0% | -1.3% |
| 3M | -12.5% | +26.0% | -38.5% | -17.4% |
| 6M | +8.3% | +79.2% | -70.9% | -6.5% |
| YTD | -18.6% | +18.1% | -36.6% | -23.3% |
| 1Y | -8.6% | +20.5% | -29.1% | -14.5% |
| 3Y | +94.7% | +96.4% | -1.7% | +57.1% |
| All | +35.7% | -69.6% | +105.4% | +25.7% |
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