+212.1%
COP vs DOCN
+102.5%
+109.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.2% | +2.0% | -4.9% |
| 7D | -8.1% | -20.0% | +11.9% | -7.3% |
| 30D | +6.7% | -38.8% | +45.4% | +8.7% |
| 3M | +16.9% | -34.8% | +51.7% | +18.4% |
| 6M | +11.2% | -22.8% | +34.0% | +10.6% |
| YTD | +49.5% | +74.6% | -25.1% | +40.7% |
| 1Y | +60.7% | +116.4% | -55.8% | +49.0% |
| 3Y | +24.9% | +239.3% | -214.4% | +11.4% |
| 5Y | +121.7% | -20.2% | +141.9% | +103.4% |
| All | +212.1% | +102.5% | +109.6% | +170.8% |
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