+199.6%
DKS vs COPX
+583.8%
-384.2%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -2.0% | -2.3% | +0.3% | -1.4% |
| 30D | -32.7% | +0.3% | -33.0% | -33.4% |
| 3M | -38.8% | +6.8% | -45.6% | -41.4% |
| 6M | -29.4% | +7.9% | -37.4% | -33.8% |
| YTD | -30.3% | +23.7% | -54.0% | -39.3% |
| 1Y | -39.6% | +71.5% | -111.1% | -54.5% |
| 3Y | +32.2% | +149.1% | -116.9% | -18.2% |
| 5Y | +15.1% | +167.3% | -152.2% | -34.1% |
| All | +199.6% | +583.8% | -384.2% | +7.1% |
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