+121.8%
COPX vs DAR
+489.4%
-367.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -3.0% |
| 7D | -2.8% | +11.6% | -14.4% | -7.4% |
| 30D | -14.3% | -10.2% | -4.1% | -10.4% |
| 3M | -19.0% | -14.8% | -4.2% | -14.1% |
| 6M | -24.4% | -10.1% | -14.3% | -22.3% |
| YTD | -3.2% | +55.5% | -58.8% | -22.5% |
| 1Y | +15.2% | +61.7% | -46.5% | -9.6% |
| 3Y | +127.6% | +37.2% | +90.5% | +79.4% |
| 5Y | +106.0% | -26.9% | +132.9% | +109.0% |
| 10Y | +313.7% | +314.4% | -0.7% | +60.3% |
| All | +121.8% | +489.4% | -367.5% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling