-73.2%
DOCS vs COO
-38.8%
-34.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -1.9% |
| 7D | -1.4% | -2.2% | +0.8% | -0.1% |
| 30D | +21.8% | -7.0% | +28.8% | +27.2% |
| 3M | +27.3% | +12.2% | +15.1% | +18.4% |
| 6M | -0.3% | -15.1% | +14.8% | +9.2% |
| YTD | -40.5% | -15.1% | -25.4% | -34.9% |
| 1Y | -61.5% | +2.3% | -63.9% | -63.2% |
| 3Y | +8.2% | -23.7% | +31.8% | +17.2% |
| All | -73.2% | -38.8% | -34.4% | -68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling