+358.3%
DELL vs COPX
+73.7%
+284.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +12.0% |
| 7D | +8.2% | -2.3% | +10.6% | +9.4% |
| 30D | +17.1% | +0.3% | +16.8% | +17.0% |
| 3M | +45.2% | +6.8% | +38.3% | +40.3% |
| 6M | +286.8% | +7.9% | +278.8% | +269.1% |
| YTD | +354.8% | +23.7% | +331.0% | +305.9% |
| 1Y | +358.3% | +71.5% | +286.7% | +249.4% |
| All | +358.3% | +73.7% | +284.5% | +249.4% |
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 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