+53.9%
DOCN vs COPX
+20.1%
+33.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.2% | +4.7% | +3.4% |
| 7D | -12.1% | +1.6% | -13.8% | -12.6% |
| 30D | -41.0% | -15.0% | -26.0% | -35.3% |
| 3M | -38.7% | -18.6% | -20.1% | -31.4% |
| 6M | -51.5% | -14.9% | -36.5% | -47.1% |
| YTD | +65.3% | +1.8% | +63.4% | +55.0% |
| 1Y | +53.9% | +19.7% | +34.2% | +30.4% |
| All | +53.9% | +20.1% | +33.8% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling