+153.7%
COPX vs DOC
+20.8%
+133.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | 0.0% |
| 7D | -4.0% | -1.5% | -2.5% | -3.4% |
| 30D | +4.5% | -4.8% | +9.3% | +6.4% |
| 3M | +0.8% | +6.9% | -6.1% | -2.4% |
| 6M | +3.2% | +20.7% | -17.6% | -5.3% |
| YTD | +26.7% | +34.1% | -7.4% | +11.0% |
| 1Y | +85.7% | +22.6% | +63.0% | +68.0% |
| All | +153.7% | +20.8% | +133.0% | +138.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling