-32.9%
DOCS vs COPX
+11.4%
-44.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +0.5% |
| 7D | +2.6% | -2.8% | +5.4% | +2.6% |
| 30D | +11.4% | -14.3% | +25.8% | +11.3% |
| 3M | +25.4% | -19.0% | +44.4% | +24.8% |
| 6M | +42.5% | -24.4% | +67.0% | +42.5% |
| YTD | -24.7% | -3.2% | -21.5% | -30.7% |
| 1Y | -32.9% | +15.2% | -48.1% | -44.1% |
| All | -32.9% | +11.4% | -44.4% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling