+506.9%
COST vs DOCU
+107.7%
+399.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.0% |
| 7D | +7.1% | -3.2% | +10.3% | +7.5% |
| 30D | +14.1% | +15.7% | -1.6% | +12.2% |
| 3M | +13.3% | +37.3% | -24.0% | +9.1% |
| 6M | +5.2% | +63.1% | -58.0% | -1.0% |
| YTD | +24.3% | +15.4% | +8.9% | +21.1% |
| 1Y | +14.6% | +11.3% | +3.3% | +12.0% |
| 3Y | +97.6% | +92.1% | +5.5% | +76.4% |
| 5Y | +119.1% | -70.5% | +189.6% | +125.6% |
| All | +506.9% | +107.7% | +399.3% | +382.1% |
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