+748.8%
DECK vs COPX
+307.7%
+441.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.6% |
| 7D | +0.1% | -2.8% | +3.0% | +1.1% |
| 30D | +4.8% | -14.3% | +19.2% | +10.6% |
| 3M | -6.9% | -19.0% | +12.1% | -0.4% |
| 6M | -7.6% | -24.4% | +16.9% | 0.0% |
| YTD | -16.3% | -3.2% | -13.0% | -20.1% |
| 1Y | +4.5% | +15.2% | -10.7% | -7.4% |
| 3Y | -17.1% | +127.6% | -144.7% | -47.1% |
| 5Y | +21.9% | +106.0% | -84.1% | -21.2% |
| All | +748.8% | +307.7% | +441.1% | +215.3% |
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