-76.5%
DOCU vs COPX
+171.2%
-247.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.3% | +3.9% |
| 7D | +6.9% | -4.0% | +10.9% | +8.2% |
| 30D | +19.0% | +4.5% | +14.5% | +17.0% |
| 3M | +34.3% | +0.8% | +33.5% | +32.6% |
| 6M | +48.0% | +3.2% | +44.8% | +42.5% |
| YTD | 0.0% | +26.7% | -26.7% | -14.5% |
| 1Y | -10.3% | +85.7% | -96.0% | -37.1% |
| 3Y | +32.4% | +151.2% | -118.8% | -26.4% |
| All | -76.5% | +171.2% | -247.7% | -87.3% |
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