+26.3%
COP vs DOC
+43.5%
-17.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.3% | -5.4% |
| 7D | -8.1% | +8.7% | -16.9% | -8.8% |
| 30D | +6.7% | +7.6% | -1.0% | +6.0% |
| 3M | +16.9% | -5.3% | +22.1% | +17.5% |
| 6M | +11.2% | +27.6% | -16.4% | +7.2% |
| YTD | +49.5% | +32.4% | +17.1% | +41.8% |
| 1Y | +60.7% | +22.9% | +37.8% | +55.2% |
| All | +26.3% | +43.5% | -17.2% | +18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling