+72.2%
DOCU vs COO
+21.5%
+50.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.4% |
| 7D | +6.9% | -2.2% | +9.1% | +8.0% |
| 30D | +19.0% | -7.0% | +26.0% | +23.0% |
| 3M | +34.3% | +12.2% | +22.1% | +26.2% |
| 6M | +48.0% | -15.1% | +63.1% | +58.6% |
| YTD | 0.0% | -15.1% | +15.1% | +7.2% |
| 1Y | -10.3% | +2.3% | -12.6% | -13.2% |
| 3Y | +32.4% | -23.7% | +56.1% | +40.7% |
| 5Y | -77.9% | -38.9% | -39.0% | -74.7% |
| All | +72.2% | +21.5% | +50.7% | +45.0% |
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