+877.2%
DECK vs COPX
+384.5%
+492.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.7% |
| 7D | +5.8% | -1.0% | +6.7% | +6.1% |
| 30D | +7.9% | -14.8% | +22.6% | +13.9% |
| 3M | -11.4% | -17.2% | +5.8% | -6.0% |
| 6M | -16.6% | -14.5% | -2.1% | -13.9% |
| YTD | -16.4% | -0.4% | -15.9% | -21.0% |
| 1Y | +8.6% | +21.9% | -13.2% | -5.8% |
| 3Y | -15.1% | +123.7% | -138.8% | -45.3% |
| 5Y | +22.9% | +121.8% | -99.0% | -23.0% |
| All | +877.2% | +384.5% | +492.7% | +244.1% |
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