+51.5%
DOCN vs COPX
+24.1%
+27.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +5.6% | +2.4% | +4.8% |
| 7D | -12.8% | +3.3% | -16.1% | -14.1% |
| 30D | -41.9% | -12.2% | -29.7% | -37.4% |
| 3M | -36.9% | -14.5% | -22.4% | -31.1% |
| 6M | -52.2% | -12.2% | -40.1% | -48.8% |
| YTD | +62.7% | +5.2% | +57.5% | +50.0% |
| All | +51.5% | +24.1% | +27.5% | +26.1% |
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 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