+2,974.4%
DOC vs COO
+5,988.7%
-3,014.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | -1.5% | -2.2% | +0.7% | -1.3% |
| 30D | -4.8% | -7.0% | +2.3% | -4.2% |
| 3M | +6.9% | +12.2% | -5.3% | +5.9% |
| 6M | +20.7% | -15.1% | +35.9% | +22.2% |
| YTD | +34.1% | -15.1% | +49.2% | +35.7% |
| 1Y | +22.6% | +2.3% | +20.3% | +22.2% |
| 3Y | +20.8% | -23.7% | +44.5% | +22.7% |
| 5Y | -24.9% | -38.9% | +14.1% | -22.7% |
| 10Y | -1.8% | +49.9% | -51.8% | -4.5% |
| All | +2,974.4% | +5,988.7% | -3,014.3% | +2,541.4% |
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