+172.3%
COP vs DOCU
+80.0%
+92.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.7% | -4.8% | -1.3% |
| 7D | +3.0% | +6.9% | -3.9% | +2.5% |
| 30D | +17.5% | +19.0% | -1.5% | +16.0% |
| 3M | +13.4% | +34.3% | -20.9% | +10.8% |
| 6M | +17.7% | +48.0% | -30.3% | +14.1% |
| YTD | +46.6% | 0.0% | +46.6% | +45.7% |
| 1Y | +44.6% | -10.3% | +54.9% | +44.6% |
| 3Y | +20.7% | +32.4% | -11.7% | +15.9% |
| 5Y | +185.0% | -77.9% | +263.0% | +198.8% |
| All | +172.3% | +80.0% | +92.3% | +97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling