-27.4%
DOCN vs COPX
+113.6%
-140.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.3% | +6.6% | +5.5% |
| 7D | +27.4% | +1.1% | +26.3% | +26.4% |
| 30D | -29.7% | -15.9% | -13.9% | -20.7% |
| 3M | -32.5% | -19.6% | -12.9% | -21.6% |
| 6M | -42.2% | -21.5% | -20.7% | -32.4% |
| YTD | +87.2% | -0.8% | +87.9% | +79.1% |
| 1Y | +86.2% | +15.2% | +71.0% | +60.3% |
| 3Y | +257.4% | +134.7% | +122.7% | +74.4% |
| 5Y | -27.4% | +111.3% | -138.7% | -61.1% |
| All | -27.4% | +113.6% | -140.9% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling