+132.1%
COPX vs DOC
-21.9%
+154.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +2.7% |
| 7D | -3.0% | +8.7% | -11.7% | -6.2% |
| 30D | -13.6% | +7.6% | -21.3% | -16.4% |
| 3M | -11.2% | -5.3% | -6.0% | -9.4% |
| 6M | -2.4% | +27.6% | -30.0% | -13.6% |
| YTD | +4.2% | +32.4% | -28.2% | -9.7% |
| 1Y | +32.2% | +22.9% | +9.3% | +18.3% |
| 3Y | +132.4% | +43.1% | +89.3% | +89.3% |
| All | +132.1% | -21.9% | +154.0% | +149.2% |
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