+184.0%
COPX vs DGX
+418.5%
-234.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.8% | -5.2% | -6.3% |
| 7D | -2.9% | -3.5% | +0.6% | -1.5% |
| 30D | 0.0% | -2.7% | +2.7% | +1.2% |
| 3M | +14.8% | +13.9% | +0.9% | +8.6% |
| 6M | +7.0% | +16.0% | -9.0% | 0.0% |
| YTD | +23.8% | +34.9% | -11.1% | +8.2% |
| 1Y | +75.7% | +30.6% | +45.1% | +55.0% |
| 3Y | +156.4% | +93.0% | +63.4% | +86.7% |
| 5Y | +167.6% | +64.4% | +103.2% | +105.3% |
| 10Y | +569.1% | +248.1% | +321.0% | +227.2% |
| All | +184.0% | +418.5% | -234.5% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling