-76.5%
DOCU vs COO
-38.8%
-37.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.5% |
| 7D | +6.9% | -2.2% | +9.1% | +8.2% |
| 30D | +19.0% | -7.0% | +26.0% | +23.8% |
| 3M | +34.3% | +12.2% | +22.1% | +24.6% |
| 6M | +48.0% | -15.1% | +63.1% | +61.2% |
| YTD | 0.0% | -15.1% | +15.1% | +9.0% |
| 1Y | -10.3% | +2.3% | -12.6% | -14.1% |
| 3Y | +32.4% | -23.7% | +56.1% | +39.6% |
| All | -76.5% | -38.8% | -37.8% | -69.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling