+98.2%
DG vs COPX
+583.8%
-485.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -6.5% | -2.3% | -4.1% | -6.2% |
| 30D | +4.2% | +0.3% | +3.9% | +3.9% |
| 3M | +9.5% | +6.8% | +2.7% | +7.8% |
| 6M | -13.1% | +7.9% | -21.1% | -15.2% |
| YTD | -4.8% | +23.7% | -28.6% | -9.4% |
| 1Y | +20.6% | +71.5% | -50.9% | +8.5% |
| 3Y | +4.9% | +149.1% | -144.2% | -13.0% |
| 5Y | -37.9% | +167.3% | -205.2% | -50.2% |
| All | +98.2% | +583.8% | -485.6% | +18.9% |
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