-50.3%
DOCS vs COPX
+174.9%
-225.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -2.5% |
| 7D | -1.4% | -4.0% | +2.6% | +0.2% |
| 30D | +21.8% | +4.5% | +17.3% | +19.4% |
| 3M | +27.3% | +0.8% | +26.5% | +25.0% |
| 6M | -0.3% | +3.2% | -3.5% | -4.5% |
| YTD | -40.5% | +26.7% | -67.2% | -50.1% |
| 1Y | -61.5% | +85.7% | -147.2% | -74.1% |
| 3Y | +8.2% | +151.2% | -143.0% | -42.3% |
| 5Y | -73.4% | +170.0% | -243.4% | -86.5% |
| All | -50.3% | +174.9% | -225.2% | -75.9% |
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