+24.3%
DECK vs COPX
+119.0%
-94.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | +0.1% |
| 7D | +6.0% | -7.5% | +13.5% | +8.4% |
| 30D | +7.4% | -18.6% | +26.0% | +13.8% |
| 3M | -11.7% | -19.0% | +7.4% | -6.7% |
| 6M | -11.0% | -9.9% | -1.1% | -10.2% |
| YTD | -15.4% | -1.8% | -13.5% | -19.7% |
| 1Y | +7.2% | +21.6% | -14.4% | -6.3% |
| 3Y | -11.8% | +118.9% | -130.7% | -41.3% |
| 5Y | +24.3% | +118.7% | -94.3% | -18.7% |
| All | +24.3% | +119.0% | -94.6% | -18.7% |
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 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