+84.2%
DOCN vs COPX
+145.2%
-61.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.6% | +2.4% | +4.5% |
| 7D | -12.8% | +3.3% | -16.1% | -14.3% |
| 30D | -41.9% | -12.2% | -29.7% | -36.4% |
| 3M | -36.9% | -14.5% | -22.4% | -29.8% |
| 6M | -52.2% | -12.2% | -40.1% | -48.2% |
| YTD | +62.7% | +5.2% | +57.5% | +51.5% |
| 1Y | +58.2% | +27.0% | +31.3% | +30.1% |
| 3Y | +219.5% | +149.1% | +70.3% | +61.6% |
| 5Y | -32.9% | +132.1% | -165.0% | -63.4% |
| All | +84.2% | +145.2% | -61.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling