-39.6%
DKS vs COPX
+73.7%
-113.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -2.0% | -2.3% | +0.3% | -1.8% |
| 30D | -32.7% | +0.3% | -33.0% | -33.1% |
| 3M | -38.8% | +6.8% | -45.6% | -39.9% |
| 6M | -29.4% | +7.9% | -37.4% | -31.8% |
| YTD | -30.3% | +23.7% | -54.0% | -38.8% |
| 1Y | -39.6% | +71.5% | -111.1% | -50.3% |
| All | -39.6% | +73.7% | -113.3% | -50.3% |
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