+427.8%
DG vs COPX
+198.0%
+229.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +4.1% | -8.1% | -4.6% |
| 7D | -2.5% | +5.8% | -8.2% | -3.2% |
| 30D | +1.0% | +7.2% | -6.2% | -0.1% |
| 3M | +20.3% | +16.5% | +3.8% | +17.3% |
| 6M | -11.7% | +18.4% | -30.2% | -14.6% |
| YTD | -2.3% | +31.9% | -34.2% | -7.2% |
| 1Y | +20.0% | +88.5% | -68.5% | +8.1% |
| 3Y | +7.2% | +173.1% | -165.9% | -9.7% |
| 5Y | -37.9% | +193.1% | -231.0% | -49.2% |
| 10Y | +107.3% | +591.7% | -484.4% | +43.5% |
| All | +427.8% | +198.0% | +229.8% | +297.0% |
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