+205.9%
COP vs DOCN
+171.0%
+34.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.2% |
| 7D | +3.0% | +1.1% | +1.9% | +2.9% |
| 30D | +17.5% | -9.6% | +27.1% | +17.9% |
| 3M | +13.4% | -37.7% | +51.0% | +15.6% |
| 6M | +17.7% | +115.2% | -97.5% | +10.8% |
| YTD | +46.6% | +133.7% | -87.1% | +36.9% |
| 1Y | +44.6% | +250.2% | -205.5% | +31.2% |
| 3Y | +20.7% | +320.3% | -299.6% | +7.0% |
| 5Y | +185.0% | +53.1% | +131.9% | +152.1% |
| All | +205.9% | +171.0% | +34.9% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling