+675.0%
DAL vs COPX
+125.0%
+550.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.5% |
| 7D | +8.8% | -1.0% | +9.8% | +9.4% |
| 30D | +5.4% | -14.8% | +20.1% | +12.5% |
| 3M | -4.9% | -17.2% | +12.3% | +2.2% |
| 6M | +19.8% | -14.5% | +34.3% | +25.0% |
| YTD | +27.0% | -0.4% | +27.4% | +21.5% |
| 1Y | +52.5% | +21.9% | +30.6% | +33.3% |
| 3Y | +173.8% | +123.7% | +50.1% | +78.4% |
| 5Y | +104.5% | +121.8% | -17.3% | +30.9% |
| 10Y | +129.7% | +397.9% | -268.2% | -0.1% |
| All | +675.0% | +125.0% | +550.1% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling