+420.8%
COST vs DOCU
+80.0%
+340.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.4% |
| 7D | -3.1% | +6.9% | -10.0% | -3.9% |
| 30D | -2.8% | +19.0% | -21.8% | -4.8% |
| 3M | -5.7% | +34.3% | -40.0% | -9.0% |
| 6M | -8.8% | +48.0% | -56.8% | -13.3% |
| YTD | +6.7% | 0.0% | +6.6% | +5.7% |
| 1Y | -3.6% | -10.3% | +6.6% | -3.7% |
| 3Y | +75.1% | +32.4% | +42.7% | +63.2% |
| 5Y | +108.9% | -77.9% | +186.8% | +122.4% |
| All | +420.8% | +80.0% | +340.8% | +320.8% |
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