+4,492.0%
COP vs DOC
+2,974.4%
+1,517.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.5% |
| 7D | +3.0% | -1.5% | +4.5% | +3.5% |
| 30D | +17.5% | -4.8% | +22.3% | +19.1% |
| 3M | +13.4% | +6.9% | +6.5% | +10.7% |
| 6M | +17.7% | +20.7% | -3.0% | +9.5% |
| YTD | +46.6% | +34.1% | +12.4% | +31.6% |
| 1Y | +44.6% | +22.6% | +22.0% | +33.2% |
| 3Y | +20.7% | +20.8% | -0.1% | +9.8% |
| 5Y | +185.0% | -24.9% | +209.9% | +197.3% |
| 10Y | +347.0% | -1.8% | +348.8% | +318.1% |
| All | +4,492.0% | +2,974.4% | +1,517.6% | +2,409.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling