-38.7%
DG vs COPX
+167.3%
-205.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.7% | -0.6% |
| 7D | -6.3% | -2.9% | -3.4% | -6.1% |
| 30D | +2.4% | 0.0% | +2.4% | +2.3% |
| 3M | +12.4% | +14.8% | -2.4% | +10.4% |
| 6M | -14.9% | +7.0% | -22.0% | -16.2% |
| YTD | -6.1% | +23.8% | -29.9% | -9.1% |
| 1Y | +17.9% | +75.7% | -57.8% | +9.7% |
| 3Y | +3.1% | +156.4% | -153.3% | -9.1% |
| 5Y | -38.7% | +167.6% | -206.2% | -45.2% |
| All | -38.7% | +167.3% | -205.9% | -45.2% |
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