+317.8%
COP vs DOC
+14.9%
+302.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | -9.7% | +6.2% | -15.9% | -11.7% |
| 30D | +4.7% | +6.5% | -1.7% | +2.2% |
| 3M | +18.5% | -6.2% | +24.8% | +20.7% |
| 6M | +11.4% | +25.6% | -14.2% | +0.3% |
| YTD | +47.9% | +32.1% | +15.8% | +29.5% |
| 1Y | +59.3% | +20.3% | +39.0% | +44.7% |
| 3Y | +23.6% | +42.7% | -19.2% | +1.8% |
| 5Y | +113.1% | -22.2% | +135.2% | +125.8% |
| All | +317.8% | +14.9% | +302.9% | +298.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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