+95.3%
DOCU vs COO
-24.0%
+119.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.7% |
| 7D | -3.2% | +5.3% | -8.5% | -4.1% |
| 30D | +15.7% | +12.5% | +3.1% | +13.2% |
| 3M | +37.3% | -15.1% | +52.4% | +41.4% |
| 6M | +63.1% | +3.7% | +59.4% | +61.4% |
| YTD | +15.4% | -22.5% | +37.9% | +21.8% |
| 1Y | +11.3% | -7.8% | +19.1% | +12.6% |
| All | +95.3% | -24.0% | +119.3% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling