+172.5%
COPX vs DOC
-24.5%
+197.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.1% |
| 7D | -4.0% | -1.5% | -2.5% | -3.4% |
| 30D | +4.5% | -4.8% | +9.3% | +6.6% |
| 3M | +0.8% | +6.9% | -6.1% | -2.7% |
| 6M | +3.2% | +20.7% | -17.6% | -5.9% |
| YTD | +26.7% | +34.1% | -7.4% | +9.7% |
| 1Y | +85.7% | +22.6% | +63.0% | +66.6% |
| 3Y | +151.2% | +20.8% | +130.3% | +124.1% |
| All | +172.5% | -24.5% | +197.0% | +179.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling