+2,934.4%
DOC vs COO
+5,536.4%
-2,602.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.9% | -2.8% | +2.6% |
| 7D | +8.7% | +8.4% | +0.3% | +8.0% |
| 30D | +7.6% | +13.5% | -5.8% | +6.6% |
| 3M | -5.3% | -13.8% | +8.5% | -4.3% |
| 6M | +27.6% | +4.7% | +22.9% | +26.9% |
| YTD | +32.4% | -21.4% | +53.8% | +34.6% |
| 1Y | +22.9% | -6.7% | +29.6% | +23.2% |
| 3Y | +43.1% | -23.0% | +66.1% | +45.1% |
| 5Y | -21.4% | -38.7% | +17.3% | -19.1% |
| 10Y | +16.8% | +46.8% | -29.9% | +13.9% |
| All | +2,934.4% | +5,536.4% | -2,602.0% | +2,519.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling