+24.6%
DECK vs COPX
+119.7%
-95.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.6% | -1.6% |
| 7D | +5.8% | -1.0% | +6.7% | +6.1% |
| 30D | +7.9% | -14.8% | +22.6% | +12.7% |
| 3M | -11.4% | -17.2% | +5.8% | -7.1% |
| 6M | -16.6% | -14.5% | -2.1% | -14.4% |
| YTD | -16.4% | -0.4% | -15.9% | -21.0% |
| 1Y | +8.6% | +21.9% | -13.2% | -5.1% |
| 3Y | -15.1% | +123.7% | -138.8% | -44.0% |
| All | +24.6% | +119.7% | -95.1% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling