+319.1%
DELL vs COPX
+84.7%
+234.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.8% |
| 7D | +14.9% | -4.0% | +18.9% | +17.1% |
| 30D | +13.3% | +4.5% | +8.7% | +11.2% |
| 3M | +24.4% | +0.8% | +23.6% | +22.5% |
| 6M | +258.0% | +3.2% | +254.8% | +245.7% |
| YTD | +320.2% | +26.7% | +293.5% | +271.3% |
| 1Y | +319.1% | +85.7% | +233.4% | +241.9% |
| All | +319.1% | +84.7% | +234.4% | +241.9% |
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