+507.3%
COST vs DOCU
+104.6%
+402.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +2.5% | -4.8% | +7.2% | +3.0% |
| 30D | +12.8% | +9.4% | +3.4% | +11.6% |
| 3M | +12.7% | +29.0% | -16.4% | +9.3% |
| 6M | +6.0% | +62.3% | -56.3% | -0.1% |
| YTD | +24.4% | +13.7% | +10.7% | +21.3% |
| 1Y | +16.2% | +11.5% | +4.7% | +13.5% |
| 3Y | +96.9% | +94.2% | +2.7% | +75.5% |
| 5Y | +121.1% | -71.7% | +192.9% | +128.9% |
| All | +507.3% | +104.6% | +402.7% | +383.2% |
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