+98.6%
DOCU vs COO
+10.9%
+87.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.3% |
| 7D | -3.2% | +5.3% | -8.5% | -5.5% |
| 30D | +15.7% | +12.5% | +3.1% | +9.4% |
| 3M | +37.3% | -15.1% | +52.4% | +46.3% |
| 6M | +63.1% | +3.7% | +59.4% | +56.8% |
| YTD | +15.4% | -22.5% | +37.9% | +27.5% |
| 1Y | +11.3% | -7.8% | +19.1% | +12.0% |
| 3Y | +92.1% | -24.1% | +116.2% | +99.9% |
| 5Y | -70.5% | -40.1% | -30.4% | -65.9% |
| All | +98.6% | +10.9% | +87.8% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling