-47.3%
DOCS vs COO
-7.7%
-39.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.9% | +0.4% | +5.3% |
| 7D | +1.2% | +8.4% | -7.2% | -0.1% |
| 30D | +21.3% | +13.5% | +7.8% | +18.9% |
| 3M | +58.4% | -13.8% | +72.1% | +62.7% |
| 6M | +39.3% | +4.7% | +34.6% | +41.8% |
| YTD | -21.7% | -21.4% | -0.3% | -15.8% |
| 1Y | -47.3% | -6.7% | -40.6% | -50.0% |
| All | -47.3% | -7.7% | -39.7% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling