+28.8%
DOCS vs COO
+3.2%
+25.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.0% |
| 7D | -1.3% | +5.3% | -6.6% | -2.1% |
| 30D | +19.4% | +12.5% | +6.8% | +17.3% |
| 3M | +53.4% | -15.1% | +68.5% | +59.3% |
| 6M | +28.8% | +3.7% | +25.1% | +40.8% |
| All | +28.8% | +3.2% | +25.5% | +40.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling