+168.1%
COPX vs DAR
+9.6%
+158.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | +6.0% | -0.2% | +6.1% | +6.0% |
| 30D | +6.4% | +7.4% | -1.0% | +4.1% |
| 3M | +19.3% | +15.7% | +3.6% | +13.8% |
| 6M | +16.2% | +30.0% | -13.8% | +6.6% |
| YTD | +33.2% | +87.5% | -54.4% | +9.7% |
| 1Y | +90.2% | +113.4% | -23.1% | +49.8% |
| All | +168.1% | +9.6% | +158.5% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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