+96.4%
DOCU vs COPX
+128.6%
-32.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.9% |
| 7D | +4.1% | -2.8% | +6.9% | +4.3% |
| 30D | +7.4% | -14.3% | +21.7% | +8.5% |
| 3M | +26.0% | -19.0% | +45.1% | +27.5% |
| 6M | +79.2% | -24.4% | +103.6% | +83.0% |
| YTD | +18.1% | -3.2% | +21.3% | +11.4% |
| 1Y | +20.5% | +15.2% | +5.4% | +7.4% |
| 3Y | +96.4% | +127.6% | -31.2% | +25.4% |
| All | +96.4% | +128.6% | -32.2% | +25.4% |
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