-48.1%
DOCS vs COO
-9.4%
-38.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -1.7% |
| 7D | -0.8% | +4.7% | -5.5% | -1.4% |
| 30D | +17.4% | +13.9% | +3.5% | +15.3% |
| 3M | +57.4% | -14.9% | +72.3% | +62.1% |
| 6M | +26.5% | +2.0% | +24.5% | +29.5% |
| YTD | -26.6% | -23.9% | -2.7% | -20.6% |
| 1Y | -48.1% | -9.6% | -38.4% | -45.3% |
| All | -48.1% | -9.4% | -38.7% | -45.3% |
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