+113.1%
COP vs DOCU
-71.9%
+185.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -1.0% |
| 7D | -9.7% | -3.2% | -6.5% | -9.5% |
| 30D | +4.7% | +15.7% | -11.0% | +3.9% |
| 3M | +18.5% | +37.3% | -18.7% | +16.4% |
| 6M | +11.4% | +63.1% | -51.7% | +8.0% |
| YTD | +47.9% | +15.4% | +32.5% | +46.1% |
| 1Y | +59.3% | +11.3% | +48.0% | +57.7% |
| 3Y | +23.6% | +92.1% | -68.5% | +17.1% |
| 5Y | +113.1% | -70.5% | +183.6% | +107.9% |
| All | +113.1% | -71.9% | +185.0% | +107.9% |
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