+23.6%
COPX vs DOC
+23.5%
+0.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +5.3% |
| 7D | +3.3% | +5.9% | -2.5% | +2.2% |
| 30D | -12.2% | +10.3% | -22.5% | -13.8% |
| 3M | -14.5% | -2.2% | -12.3% | -14.0% |
| 6M | -12.2% | +8.2% | -20.4% | -14.3% |
| YTD | +5.2% | +35.4% | -30.2% | -0.4% |
| All | +23.6% | +23.5% | +0.1% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling