+190.4%
COPX vs DAR
-8.5%
+198.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.9% | +1.2% | +3.1% |
| 7D | +5.8% | -0.9% | +6.6% | +6.1% |
| 30D | +7.2% | +13.0% | -5.7% | +2.3% |
| 3M | +16.5% | +15.0% | +1.5% | +9.9% |
| 6M | +18.4% | +26.8% | -8.4% | +7.2% |
| YTD | +31.9% | +86.4% | -54.5% | +3.8% |
| 1Y | +88.5% | +115.1% | -26.6% | +39.3% |
| 3Y | +173.1% | +14.6% | +158.5% | +149.3% |
| All | +190.4% | -8.5% | +198.9% | +175.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling