+8.9%
DOCS vs COO
-23.4%
+32.4%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.3% |
| 7D | -1.4% | -2.2% | +0.8% | -0.7% |
| 30D | +21.8% | -7.0% | +28.8% | +24.7% |
| 3M | +27.3% | +12.2% | +15.1% | +23.1% |
| 6M | -0.3% | -15.1% | +14.8% | +5.2% |
| YTD | -40.5% | -15.1% | -25.4% | -37.2% |
| 1Y | -61.5% | +2.3% | -63.9% | -62.1% |
| All | +8.9% | -23.4% | +32.4% | +5.9% |
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