+565.2%
COPX vs DTE
+137.8%
+427.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | -2.3% | -2.6% | +0.2% | -1.1% |
| 30D | +0.3% | -4.4% | +4.7% | +2.3% |
| 3M | +6.8% | -8.3% | +15.2% | +10.7% |
| 6M | +7.9% | -8.1% | +16.0% | +11.3% |
| YTD | +23.7% | +4.4% | +19.3% | +19.7% |
| 1Y | +71.5% | +0.2% | +71.4% | +69.2% |
| 3Y | +149.1% | +42.6% | +106.5% | +103.1% |
| 5Y | +167.3% | +31.5% | +135.9% | +124.7% |
| All | +565.2% | +137.8% | +427.4% | +317.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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