+247.6%
DIA vs COPX
+583.8%
-336.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.6% | -2.3% | +0.8% | -1.0% |
| 30D | -2.0% | +0.3% | -2.3% | -2.4% |
| 3M | +3.6% | +6.8% | -3.2% | +0.8% |
| 6M | +11.5% | +7.9% | +3.6% | +6.9% |
| YTD | +10.4% | +23.7% | -13.4% | +0.2% |
| 1Y | +15.6% | +71.5% | -56.0% | -6.1% |
| 3Y | +58.9% | +149.1% | -90.2% | +10.0% |
| 5Y | +65.3% | +167.3% | -102.0% | +7.4% |
| All | +247.6% | +583.8% | -336.2% | +42.7% |
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