+15.5%
DKS vs COPX
+163.4%
-147.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -3.0% | -2.3% | -0.6% | -2.5% |
| 30D | -33.4% | +0.3% | -33.6% | -33.9% |
| 3M | -39.4% | +6.8% | -46.2% | -41.3% |
| 6M | -30.1% | +7.9% | -38.0% | -33.4% |
| YTD | -31.0% | +23.7% | -54.7% | -38.2% |
| 1Y | -40.2% | +71.5% | -111.7% | -52.4% |
| 3Y | +30.9% | +149.1% | -118.2% | -11.3% |
| All | +15.5% | +163.4% | -147.9% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling