+164.6%
DOCN vs COPX
+195.4%
-30.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.5% | +3.2% |
| 7D | +1.1% | -4.0% | +5.1% | +3.5% |
| 30D | -9.6% | +4.5% | -14.2% | -12.1% |
| 3M | -37.7% | +0.8% | -38.5% | -38.4% |
| 6M | +115.2% | +3.2% | +112.0% | +105.9% |
| YTD | +133.7% | +26.7% | +107.0% | +91.9% |
| 1Y | +250.2% | +85.7% | +164.5% | +124.3% |
| 3Y | +320.3% | +151.2% | +169.1% | +111.0% |
| 5Y | +53.1% | +170.0% | -116.9% | -26.5% |
| All | +164.6% | +195.4% | -30.8% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling