-37.1%
DOCS vs COPX
+109.9%
-147.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.4% |
| 7D | +2.6% | -2.8% | +5.4% | +3.6% |
| 30D | +11.4% | -14.3% | +25.8% | +17.9% |
| 3M | +25.4% | -19.0% | +44.4% | +34.1% |
| 6M | +42.5% | -24.4% | +67.0% | +54.7% |
| YTD | -24.7% | -3.2% | -21.5% | -30.7% |
| 1Y | -32.9% | +15.2% | -48.1% | -44.1% |
| 3Y | +39.6% | +127.6% | -88.0% | -26.6% |
| 5Y | -54.6% | +106.0% | -160.6% | -74.9% |
| All | -37.1% | +109.9% | -147.0% | -66.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling