+125.6%
DAL vs COPX
+327.1%
-201.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.6% | +2.0% |
| 7D | +10.7% | +1.6% | +9.1% | +9.9% |
| 30D | +12.5% | -15.0% | +27.5% | +21.6% |
| 3M | +3.6% | -18.6% | +22.2% | +13.6% |
| 6M | +26.7% | -14.9% | +41.7% | +33.3% |
| YTD | +34.3% | +1.8% | +32.4% | +24.9% |
| 1Y | +59.1% | +19.7% | +39.5% | +35.5% |
| 3Y | +179.9% | +140.9% | +39.0% | +55.9% |
| 5Y | +119.1% | +130.6% | -11.4% | +20.2% |
| 10Y | +125.6% | +326.5% | -200.8% | -25.1% |
| All | +125.6% | +327.1% | -201.4% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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