-99.9%
DFNS vs COPX
+167.3%
-267.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.0% | +8.5% | +1.8% |
| 7D | -3.3% | -2.9% | -0.4% | -3.3% |
| 30D | -73.1% | 0.0% | -73.1% | -73.1% |
| 3M | -71.4% | +14.8% | -86.2% | -71.5% |
| 6M | -93.8% | +7.0% | -100.9% | -93.9% |
| YTD | -98.0% | +23.8% | -121.9% | -98.0% |
| 1Y | -98.2% | +75.7% | -173.9% | -98.0% |
| 3Y | -99.9% | +156.4% | -256.3% | -99.9% |
| 5Y | -99.9% | +167.6% | -267.4% | -99.8% |
| All | -99.9% | +167.3% | -267.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling