+11.7%
DASH vs COPX
+260.1%
-248.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.4% |
| 7D | -10.6% | -4.0% | -6.6% | -9.2% |
| 30D | +2.2% | +4.5% | -2.4% | +0.3% |
| 3M | +32.3% | +0.8% | +31.4% | +30.4% |
| 6M | +19.1% | +3.2% | +15.9% | +14.5% |
| YTD | -6.5% | +26.7% | -33.2% | -18.9% |
| 1Y | -14.9% | +85.7% | -100.6% | -38.3% |
| 3Y | +151.9% | +151.2% | +0.8% | +50.7% |
| 5Y | +9.4% | +170.0% | -160.5% | -36.4% |
| All | +11.7% | +260.1% | -248.4% | -41.5% |
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 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