+126.4%
DAL vs COPX
+592.9%
-466.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.1% | -5.6% | -3.5% |
| 7D | +3.4% | +5.8% | -2.4% | +0.5% |
| 30D | -13.6% | +7.2% | -20.8% | -16.8% |
| 3M | +1.2% | +16.5% | -15.3% | -7.5% |
| 6M | +34.5% | +18.4% | +16.0% | +19.6% |
| YTD | +14.7% | +31.9% | -17.2% | -5.5% |
| 1Y | +29.2% | +88.5% | -59.2% | -12.7% |
| 3Y | +100.0% | +173.1% | -73.1% | +6.4% |
| 5Y | +106.3% | +193.1% | -86.8% | +1.1% |
| 10Y | +126.4% | +591.7% | -465.3% | -37.3% |
| All | +126.4% | +592.9% | -466.5% | -37.3% |
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