+5.8%
DASH vs COPX
+274.9%
-269.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.1% | -9.4% | -6.8% |
| 7D | -11.2% | +5.8% | -16.9% | -13.1% |
| 30D | -7.3% | +7.2% | -14.5% | -10.0% |
| 3M | +31.4% | +16.5% | +14.9% | +22.9% |
| 6M | +11.9% | +18.4% | -6.6% | +1.8% |
| YTD | -11.5% | +31.9% | -43.4% | -24.4% |
| 1Y | -20.0% | +88.5% | -108.5% | -42.3% |
| 3Y | +143.9% | +173.1% | -29.2% | +40.6% |
| 5Y | -0.2% | +193.1% | -193.3% | -43.4% |
| All | +5.8% | +274.9% | -269.1% | -45.5% |
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