+726.4%
DECK vs COPX
+318.2%
+408.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -3.2% |
| 7D | -3.7% | +1.1% | -4.8% | -4.0% |
| 30D | +0.6% | -15.9% | +16.5% | +6.8% |
| 3M | -7.3% | -19.6% | +12.3% | -0.6% |
| 6M | -10.9% | -21.5% | +10.6% | -4.9% |
| YTD | -18.5% | -0.8% | -17.7% | -22.9% |
| 1Y | +0.2% | +15.2% | -15.0% | -11.1% |
| 3Y | -19.8% | +134.7% | -154.6% | -49.4% |
| 5Y | +18.7% | +111.3% | -92.6% | -24.0% |
| All | +726.4% | +318.2% | +408.2% | +204.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling