+105.0%
DAL vs COPX
+318.2%
-213.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.3% | -1.9% | -3.6% |
| 7D | +1.4% | +1.1% | +0.3% | +0.9% |
| 30D | +9.1% | -15.9% | +24.9% | +18.6% |
| 3M | -3.5% | -19.6% | +16.1% | +6.5% |
| 6M | +23.4% | -21.5% | +44.9% | +35.4% |
| YTD | +26.0% | -0.8% | +26.8% | +18.8% |
| 1Y | +44.6% | +15.2% | +29.5% | +25.6% |
| 3Y | +162.7% | +134.7% | +28.0% | +48.2% |
| 5Y | +113.0% | +111.3% | +1.7% | +22.7% |
| All | +105.0% | +318.2% | -213.2% | -31.9% |
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