+1,429.2%
DE vs COPX
+200.8%
+1,228.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.5% | -0.9% |
| 7D | -3.0% | +6.0% | -9.0% | -5.4% |
| 30D | +11.1% | +6.4% | +4.7% | +8.0% |
| 3M | +17.6% | +19.3% | -1.7% | +8.1% |
| 6M | +13.6% | +16.2% | -2.6% | +3.9% |
| YTD | +46.3% | +33.2% | +13.1% | +24.5% |
| 1Y | +44.2% | +90.2% | -46.1% | +4.0% |
| 3Y | +76.6% | +175.7% | -99.1% | +3.8% |
| 5Y | +98.2% | +193.1% | -94.9% | +9.7% |
| 10Y | +863.5% | +619.4% | +244.1% | +235.5% |
| All | +1,429.2% | +200.8% | +1,228.4% | +620.7% |
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 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