-20.0%
DASH vs COPX
+88.4%
-108.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.1% | -9.4% | -5.8% |
| 7D | -11.2% | +5.8% | -16.9% | -11.8% |
| 30D | -7.3% | +7.2% | -14.5% | -8.2% |
| 3M | +31.4% | +16.5% | +14.9% | +28.6% |
| 6M | +11.9% | +18.4% | -6.6% | +7.5% |
| YTD | -11.5% | +31.9% | -43.4% | -18.6% |
| 1Y | -20.0% | +88.5% | -108.5% | -26.7% |
| All | -20.0% | +88.4% | -108.4% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling