-99.9%
DFNS vs COPX
+398.9%
-498.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -6.3% | -2.3% | -4.0% | -6.3% |
| 30D | -74.0% | +0.3% | -74.2% | -73.9% |
| 3M | -70.1% | +6.8% | -77.0% | -70.3% |
| 6M | -93.9% | +7.9% | -101.9% | -93.9% |
| YTD | -98.1% | +23.7% | -121.8% | -98.1% |
| 1Y | -98.3% | +71.5% | -169.8% | -98.2% |
| 3Y | -99.9% | +149.1% | -249.0% | -99.9% |
| 5Y | -99.9% | +167.3% | -267.2% | -99.8% |
| All | -99.9% | +398.9% | -498.8% | -99.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling