+205.3%
COPX vs DTE
+519.2%
-313.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.4% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +6.4% | -0.5% | +7.0% | +6.6% |
| 3M | +19.3% | -6.0% | +25.3% | +22.6% |
| 6M | +16.2% | -7.2% | +23.4% | +19.8% |
| YTD | +33.2% | +7.2% | +26.0% | +26.5% |
| 1Y | +90.2% | +4.1% | +86.2% | +83.4% |
| 3Y | +175.7% | +46.9% | +128.8% | +114.6% |
| 5Y | +193.1% | +32.9% | +160.2% | +138.1% |
| 10Y | +619.4% | +144.5% | +474.9% | +263.1% |
| All | +205.3% | +519.2% | -313.9% | -53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling