+176.4%
COP vs DOCU
+104.2%
+72.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.7% |
| 7D | -11.5% | -5.5% | -6.0% | -11.2% |
| 30D | +5.0% | +12.6% | -7.7% | +4.1% |
| 3M | +17.5% | +36.4% | -18.9% | +14.9% |
| 6M | +16.2% | +66.8% | -50.6% | +11.8% |
| YTD | +48.8% | +13.5% | +35.3% | +46.6% |
| 1Y | +64.1% | +11.3% | +52.8% | +61.8% |
| 3Y | +25.7% | +92.1% | -66.4% | +17.6% |
| 5Y | +114.4% | -71.0% | +185.4% | +120.0% |
| All | +176.4% | +104.2% | +72.2% | +98.6% |
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