+519.5%
COST vs DOCU
+110.9%
+408.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.7% |
| 7D | +3.9% | -0.4% | +4.4% | +4.0% |
| 30D | +13.5% | +12.9% | +0.6% | +12.0% |
| 3M | +15.3% | +35.1% | -19.7% | +11.3% |
| 6M | +9.2% | +76.2% | -67.0% | +1.9% |
| YTD | +26.9% | +17.2% | +9.7% | +23.4% |
| 1Y | +19.7% | +16.4% | +3.3% | +16.4% |
| 3Y | +96.0% | +95.6% | +0.4% | +74.6% |
| 5Y | +124.0% | -68.5% | +192.6% | +129.1% |
| All | +519.5% | +110.9% | +408.6% | +391.3% |
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