+22.3%
DOC vs COO
-23.4%
+45.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.4% |
| 7D | -1.5% | -2.2% | +0.7% | -0.8% |
| 30D | -4.8% | -7.0% | +2.3% | -2.8% |
| 3M | +6.9% | +12.2% | -5.3% | +3.0% |
| 6M | +20.7% | -15.1% | +35.9% | +26.3% |
| YTD | +34.1% | -15.1% | +49.2% | +40.1% |
| 1Y | +22.6% | +2.3% | +20.3% | +20.5% |
| All | +22.3% | -23.4% | +45.7% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling