+565.2%
COPX vs DGX
+255.3%
+309.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | -2.3% | -0.9% | -1.5% | -2.1% |
| 30D | +0.3% | -1.2% | +1.4% | +0.7% |
| 3M | +6.8% | +15.8% | -9.0% | +1.8% |
| 6M | +7.9% | +18.2% | -10.2% | +1.9% |
| YTD | +23.7% | +37.2% | -13.5% | +10.8% |
| 1Y | +71.5% | +30.4% | +41.2% | +55.7% |
| 3Y | +149.1% | +96.7% | +52.4% | +91.9% |
| 5Y | +167.3% | +67.2% | +100.2% | +115.1% |
| All | +565.2% | +255.3% | +309.9% | +280.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling