-51.1%
DOCS vs COO
-39.4%
-11.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -3.5% |
| 7D | -1.3% | +5.3% | -6.6% | -4.0% |
| 30D | +19.4% | +12.5% | +6.8% | +11.9% |
| 3M | +53.4% | -15.1% | +68.5% | +66.5% |
| 6M | +28.8% | +3.7% | +25.1% | +23.2% |
| YTD | -25.1% | -22.5% | -2.6% | -14.8% |
| 1Y | -48.1% | -7.8% | -40.4% | -47.7% |
| 3Y | +51.4% | -24.1% | +75.5% | +56.9% |
| 5Y | -51.1% | -40.1% | -11.0% | -47.8% |
| All | -51.1% | -39.4% | -11.7% | -47.8% |
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