+26.1%
DECK vs COPX
+171.2%
-145.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | -2.2% | -4.0% | +1.8% | -1.1% |
| 30D | -13.6% | +4.5% | -18.1% | -14.9% |
| 3M | -21.2% | +0.8% | -22.1% | -22.1% |
| 6M | -21.1% | +3.2% | -24.3% | -23.2% |
| YTD | -17.2% | +26.7% | -43.9% | -26.6% |
| 1Y | -30.7% | +85.7% | -116.4% | -47.2% |
| 3Y | -3.4% | +151.2% | -154.5% | -36.4% |
| All | +26.1% | +171.2% | -145.1% | -21.4% |
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 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