+118.7%
COPX vs DOC
-22.1%
+140.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.2% | -5.6% | -5.7% |
| 7D | -7.5% | +6.2% | -13.7% | -9.7% |
| 30D | -18.6% | +6.5% | -25.1% | -20.8% |
| 3M | -19.0% | -6.2% | -12.8% | -17.0% |
| 6M | -9.9% | +25.6% | -35.5% | -19.7% |
| YTD | -1.8% | +32.1% | -33.9% | -14.9% |
| 1Y | +21.6% | +20.3% | +1.3% | +9.9% |
| 3Y | +118.9% | +42.7% | +76.2% | +78.5% |
| 5Y | +118.7% | -22.2% | +140.8% | +135.0% |
| All | +118.7% | -22.1% | +140.7% | +135.0% |
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