+186.4%
COP vs DOCU
-78.0%
+264.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.3% |
| 7D | +3.0% | +6.9% | -3.9% | +2.6% |
| 30D | +17.5% | +19.0% | -1.5% | +16.3% |
| 3M | +13.4% | +34.3% | -20.9% | +11.4% |
| 6M | +17.7% | +48.0% | -30.3% | +14.8% |
| YTD | +46.6% | 0.0% | +46.6% | +46.1% |
| 1Y | +44.6% | -10.3% | +54.9% | +44.8% |
| 3Y | +20.7% | +32.4% | -11.7% | +17.0% |
| All | +186.4% | -78.0% | +264.4% | +185.1% |
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