+95.3%
DOCU vs COO
+8.9%
+86.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.2% | -0.8% |
| 7D | -5.5% | +4.7% | -10.3% | -7.6% |
| 30D | +12.6% | +13.9% | -1.3% | +6.0% |
| 3M | +36.4% | -14.9% | +51.3% | +45.1% |
| 6M | +66.8% | +2.0% | +64.8% | +61.5% |
| YTD | +13.5% | -23.9% | +37.4% | +26.4% |
| 1Y | +11.3% | -9.6% | +20.9% | +13.1% |
| 3Y | +92.1% | -25.4% | +117.5% | +101.5% |
| 5Y | -71.0% | -41.2% | -29.8% | -66.2% |
| All | +95.3% | +8.9% | +86.5% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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