+240.7%
DOCN vs COPX
+142.4%
+98.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.8% | +8.8% | +9.1% |
| 7D | +3.7% | -1.5% | +5.3% | +5.2% |
| 30D | -33.7% | -14.0% | -19.7% | -27.0% |
| 3M | -27.9% | -17.1% | -10.8% | -19.0% |
| 6M | -46.4% | -15.9% | -30.5% | -40.8% |
| YTD | +81.1% | +2.6% | +78.5% | +71.6% |
| 1Y | +74.3% | +21.6% | +52.7% | +48.5% |
| All | +240.7% | +142.4% | +98.3% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling