+167.1%
COP vs DOCS
-21.0%
+188.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.6% | +0.6% |
| 7D | -11.5% | -0.8% | -10.8% | -11.5% |
| 30D | +5.0% | +17.4% | -12.5% | +4.6% |
| 3M | +17.5% | +57.4% | -39.9% | +16.0% |
| 6M | +16.2% | +26.5% | -10.3% | +15.3% |
| YTD | +48.8% | -26.6% | +75.4% | +49.7% |
| 1Y | +64.1% | -48.1% | +112.1% | +66.9% |
| 3Y | +25.7% | +52.6% | -27.0% | +23.4% |
| 5Y | +114.4% | -52.1% | +166.5% | +111.6% |
| All | +167.1% | -21.0% | +188.1% | +162.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling