+4,782.6%
DELL vs COPX
+570.4%
+4,212.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | -0.2% |
| 7D | +8.7% | +6.0% | +2.8% | +5.9% |
| 30D | +16.9% | +6.4% | +10.5% | +13.5% |
| 3M | +40.4% | +19.3% | +21.1% | +29.4% |
| 6M | +267.1% | +16.2% | +250.8% | +239.0% |
| YTD | +329.1% | +33.2% | +295.9% | +268.7% |
| 1Y | +346.9% | +90.2% | +256.7% | +225.7% |
| 3Y | +696.6% | +175.7% | +521.0% | +382.1% |
| 5Y | +1,106.2% | +193.1% | +913.1% | +587.9% |
| 10Y | +4,177.7% | +619.4% | +3,558.3% | +1,520.8% |
| All | +4,782.6% | +570.4% | +4,212.2% | +1,785.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling