+563.8%
DKS vs COPX
+200.8%
+363.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -2.9% | +6.0% | -8.9% | -5.0% |
| 30D | -37.7% | +6.4% | -44.1% | -39.4% |
| 3M | -38.9% | +19.3% | -58.2% | -43.5% |
| 6M | -31.1% | +16.2% | -47.3% | -36.6% |
| YTD | -31.8% | +33.2% | -65.0% | -41.1% |
| 1Y | -38.0% | +90.2% | -128.3% | -53.4% |
| 3Y | +28.6% | +175.7% | -147.0% | -18.1% |
| 5Y | +12.5% | +193.1% | -180.6% | -32.4% |
| 10Y | +198.3% | +619.4% | -421.1% | +21.3% |
| All | +563.8% | +200.8% | +363.1% | +235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling