+113.0%
COP vs DOCU
-71.0%
+184.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.2% |
| 3M | +17.5% | +36.4% | -18.9% | +15.4% |
| 6M | +16.2% | +66.8% | -50.6% | +12.6% |
| YTD | +48.8% | +13.5% | +35.3% | +47.2% |
| 1Y | +64.1% | +11.3% | +52.8% | +62.4% |
| 3Y | +25.7% | +92.1% | -66.4% | +19.1% |
| All | +113.0% | -71.0% | +184.0% | +107.7% |
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