+24.9%
COP vs DOCS
+50.6%
-25.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.3% | +3.2% | -1.0% |
| 7D | -9.7% | -1.3% | -8.4% | -9.7% |
| 30D | +4.7% | +19.4% | -14.7% | +4.4% |
| 3M | +18.5% | +53.4% | -34.9% | +17.4% |
| 6M | +11.4% | +28.8% | -17.4% | +10.7% |
| YTD | +47.9% | -25.1% | +73.0% | +49.5% |
| 1Y | +59.3% | -48.1% | +107.5% | +63.7% |
| All | +24.9% | +50.6% | -25.7% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling