-29.8%
DKS vs COPX
+31.7%
-61.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.0% | +3.7% | +7.2% |
| 7D | +8.4% | -3.0% | +11.4% | +8.7% |
| 30D | +7.7% | -13.6% | +21.3% | +9.6% |
| 3M | -25.8% | -11.2% | -14.5% | -25.1% |
| 6M | -31.0% | -2.4% | -28.6% | -32.3% |
| YTD | -23.8% | +4.2% | -28.0% | -33.1% |
| 1Y | -29.8% | +32.2% | -62.0% | -47.6% |
| All | -29.8% | +31.7% | -61.5% | -47.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling