+113.0%
COP vs DOCS
-51.8%
+164.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.5% |
| 3M | +17.5% | +57.4% | -39.9% | +15.9% |
| 6M | +16.2% | +26.5% | -10.3% | +15.2% |
| YTD | +48.8% | -26.6% | +75.4% | +49.9% |
| 1Y | +64.1% | -48.1% | +112.1% | +67.4% |
| 3Y | +25.7% | +52.6% | -27.0% | +23.0% |
| All | +113.0% | -51.8% | +164.9% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling