+91.1%
DASH vs COPX
+128.6%
-37.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | -4.5% | -2.8% | -1.7% | -3.9% |
| 30D | -6.8% | -14.3% | +7.5% | -3.3% |
| 3M | -20.7% | -19.0% | -1.6% | -16.9% |
| 6M | +15.1% | -24.4% | +39.5% | +21.7% |
| YTD | -24.3% | -3.2% | -21.0% | -27.1% |
| 1Y | -12.1% | +15.2% | -27.3% | -20.5% |
| 3Y | +91.1% | +127.6% | -36.6% | +27.7% |
| All | +91.1% | +128.6% | -37.5% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling