+143.3%
DELL vs COPX
+31.7%
+111.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +4.0% | -12.8% | -10.7% |
| 7D | -24.6% | -3.0% | -21.6% | -23.5% |
| 30D | -32.5% | -13.6% | -18.9% | -27.5% |
| 3M | -20.2% | -11.2% | -9.0% | -15.3% |
| 6M | +76.5% | -2.4% | +78.9% | +80.4% |
| YTD | +198.9% | +4.2% | +194.7% | +190.8% |
| 1Y | +143.3% | +32.2% | +111.2% | +106.0% |
| All | +143.3% | +31.7% | +111.6% | +106.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling