+314.1%
COPX vs DOC
+21.2%
+292.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -2.8% | -0.9% | -2.0% | -2.4% |
| 30D | -14.3% | +7.7% | -22.1% | -17.0% |
| 3M | -19.0% | -2.0% | -17.0% | -18.5% |
| 6M | -24.4% | +5.9% | -30.3% | -26.7% |
| YTD | -3.2% | +31.8% | -35.1% | -14.8% |
| 1Y | +15.2% | +22.5% | -7.4% | +4.3% |
| 3Y | +127.6% | +54.7% | +72.9% | +85.1% |
| 5Y | +106.0% | -21.3% | +127.3% | +116.7% |
| All | +314.1% | +21.2% | +292.9% | +286.3% |
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