+365.9%
COPX vs DOC
+21.1%
+344.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +4.9% |
| 7D | +3.3% | +5.9% | -2.5% | +1.1% |
| 30D | -12.2% | +10.3% | -22.5% | -15.7% |
| 3M | -14.5% | -2.2% | -12.3% | -14.0% |
| 6M | -12.2% | +8.2% | -20.4% | -15.5% |
| YTD | +5.2% | +35.4% | -30.2% | -8.2% |
| 1Y | +27.0% | +23.6% | +3.3% | +14.7% |
| 3Y | +149.1% | +57.3% | +91.9% | +101.7% |
| 5Y | +132.1% | -19.6% | +151.7% | +141.8% |
| 10Y | +365.9% | +20.8% | +345.1% | +337.9% |
| All | +365.9% | +21.1% | +344.8% | +337.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling