-54.2%
DOCS vs COPX
+119.7%
-173.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.6% |
| 7D | -0.8% | -1.0% | +0.2% | -0.4% |
| 30D | +17.4% | -14.8% | +32.2% | +24.2% |
| 3M | +57.4% | -17.2% | +74.6% | +66.8% |
| 6M | +26.5% | -14.5% | +41.0% | +30.0% |
| YTD | -26.6% | -0.4% | -26.2% | -33.0% |
| 1Y | -48.1% | +21.9% | -69.9% | -57.7% |
| 3Y | +52.6% | +123.7% | -71.1% | -17.7% |
| All | -54.2% | +119.7% | -173.9% | -75.5% |
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