-35.6%
DOCN vs COPX
+119.7%
-155.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +1.6% |
| 7D | -19.2% | -1.0% | -18.2% | -18.4% |
| 30D | -43.1% | -14.8% | -28.3% | -36.0% |
| 3M | -40.7% | -17.2% | -23.5% | -32.3% |
| 6M | -55.0% | -14.5% | -40.5% | -50.1% |
| YTD | +50.6% | -0.4% | +51.0% | +43.7% |
| 1Y | +54.0% | +21.9% | +32.1% | +27.3% |
| 3Y | +203.9% | +123.7% | +80.2% | +52.3% |
| All | -35.6% | +119.7% | -155.3% | -66.8% |
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