+32.0%
DD vs COPX
+73.7%
-41.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | -3.5% | -2.3% | -1.1% | -3.0% |
| 30D | -11.7% | +0.3% | -11.9% | -12.0% |
| 3M | -9.2% | +6.8% | -16.1% | -11.6% |
| 6M | -7.2% | +7.9% | -15.1% | -11.2% |
| YTD | +6.6% | +23.7% | -17.1% | -0.6% |
| 1Y | +32.0% | +71.5% | -39.5% | +23.0% |
| All | +32.0% | +73.7% | -41.7% | +23.0% |
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 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