+39.1%
DOCS vs COPX
+142.4%
-103.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +2.3% |
| 7D | -4.2% | -1.5% | -2.7% | -3.9% |
| 30D | +8.6% | -14.0% | +22.6% | +12.0% |
| 3M | +27.2% | -17.1% | +44.4% | +31.4% |
| 6M | +26.5% | -15.9% | +42.4% | +29.5% |
| YTD | -25.0% | +2.6% | -27.6% | -30.6% |
| 1Y | -37.0% | +21.6% | -58.6% | -45.9% |
| All | +39.1% | +142.4% | -103.3% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling