+16.8%
DOC vs COO
+48.1%
-31.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +0.9% |
| 7D | +8.7% | +8.4% | +0.3% | +5.5% |
| 30D | +7.6% | +13.5% | -5.8% | +2.7% |
| 3M | -5.3% | -13.8% | +8.5% | -0.7% |
| 6M | +27.6% | +4.7% | +22.9% | +23.6% |
| YTD | +32.4% | -21.4% | +53.8% | +43.0% |
| 1Y | +22.9% | -6.7% | +29.6% | +23.7% |
| 3Y | +43.1% | -23.0% | +66.1% | +50.4% |
| 5Y | -21.4% | -38.7% | +17.3% | -11.1% |
| 10Y | +16.8% | +46.8% | -29.9% | +9.2% |
| All | +16.8% | +48.1% | -31.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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