+32.2%
COPX vs DGX
+45.0%
-12.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.5% | +0.5% | +4.4% |
| 7D | -3.0% | +4.1% | -7.1% | -2.5% |
| 30D | -13.6% | +10.5% | -24.1% | -12.5% |
| 3M | -11.2% | +9.8% | -21.0% | -10.0% |
| 6M | -2.4% | +34.6% | -37.0% | +2.2% |
| YTD | +4.2% | +49.8% | -45.6% | +11.9% |
| 1Y | +32.2% | +46.0% | -13.9% | +42.6% |
| All | +32.2% | +45.0% | -12.8% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling