-5.2%
DASH vs COPX
+183.0%
-188.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.7% |
| 7D | +0.4% | -1.0% | +1.4% | +1.0% |
| 30D | -6.0% | -14.8% | +8.7% | -0.4% |
| 3M | -15.8% | -17.2% | +1.5% | -10.3% |
| 6M | +7.0% | -14.5% | +21.4% | +10.3% |
| YTD | -20.7% | -0.4% | -20.3% | -25.2% |
| 1Y | -8.5% | +21.9% | -30.4% | -21.5% |
| 3Y | +101.8% | +123.7% | -22.0% | +23.3% |
| 5Y | -9.6% | +121.8% | -131.4% | -43.4% |
| All | -5.2% | +183.0% | -188.2% | -46.0% |
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