-99.9%
DFNS vs COPX
+431.9%
-531.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -4.9% | -0.9% |
| 7D | +0.8% | +5.8% | -5.0% | +0.6% |
| 30D | -73.2% | +7.2% | -80.4% | -73.2% |
| 3M | -72.4% | +16.5% | -88.9% | -72.6% |
| 6M | -95.2% | +18.4% | -113.7% | -95.2% |
| YTD | -98.0% | +31.9% | -129.9% | -98.0% |
| 1Y | -98.3% | +88.5% | -186.7% | -98.2% |
| 3Y | -99.9% | +173.1% | -273.0% | -99.9% |
| 5Y | -99.9% | +193.1% | -293.0% | -99.8% |
| All | -99.9% | +431.9% | -531.8% | -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 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