+565.2%
COPX vs DOC
-0.5%
+565.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -2.3% | -1.7% | -0.7% | -1.7% |
| 30D | +0.3% | -1.3% | +1.5% | +0.8% |
| 3M | +6.8% | +0.5% | +6.4% | +6.1% |
| 6M | +7.9% | +22.7% | -14.8% | -1.5% |
| YTD | +23.7% | +31.9% | -8.1% | +9.3% |
| 1Y | +71.5% | +19.6% | +51.9% | +57.0% |
| 3Y | +149.1% | +24.1% | +125.0% | +121.9% |
| 5Y | +167.3% | -24.0% | +191.4% | +184.9% |
| All | +565.2% | -0.5% | +565.7% | +584.6% |
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