+113.1%
COP vs DOCN
-34.6%
+147.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -15.9% | +14.8% | -0.5% |
| 7D | -9.7% | -29.3% | +19.6% | -8.6% |
| 30D | +4.7% | -46.0% | +50.8% | +7.1% |
| 3M | +18.5% | -43.2% | +61.7% | +20.6% |
| 6M | +11.4% | -53.7% | +65.1% | +13.9% |
| YTD | +47.9% | +46.9% | +1.0% | +40.1% |
| 1Y | +59.3% | +54.3% | +5.0% | +50.4% |
| 3Y | +23.6% | +185.5% | -162.0% | +11.2% |
| 5Y | +113.1% | -31.1% | +144.2% | +95.2% |
| All | +113.1% | -34.6% | +147.7% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 5y: compounded portfolio wealth divided by compounded DOCN 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…
5y analysis · Full analysis span regression · 6 months rolling