+138.9%
COPX vs DOC
+68.1%
+70.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.1% | +0.9% | +2.5% |
| 7D | -3.0% | +8.7% | -11.7% | -6.6% |
| 30D | -13.6% | +7.6% | -21.3% | -16.7% |
| 3M | -11.2% | -5.3% | -6.0% | -9.3% |
| 6M | -2.4% | +27.6% | -30.0% | -14.2% |
| YTD | +4.2% | +32.4% | -28.2% | -10.4% |
| 1Y | +32.2% | +22.9% | +9.3% | +17.5% |
| 3Y | +132.4% | +43.1% | +89.3% | +88.7% |
| 5Y | +132.1% | -21.4% | +153.5% | +147.2% |
| 10Y | +421.0% | +16.8% | +404.2% | +313.5% |
| All | +138.9% | +68.1% | +70.8% | +19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling