+176.5%
DLR vs COPX
+583.8%
-407.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +0.1% | -2.3% | +2.5% | +0.6% |
| 30D | -4.3% | +0.3% | -4.6% | -4.5% |
| 3M | +3.8% | +6.8% | -3.0% | +1.8% |
| 6M | +5.8% | +7.9% | -2.1% | +2.7% |
| YTD | +23.5% | +23.7% | -0.2% | +15.5% |
| 1Y | +11.1% | +71.5% | -60.5% | -4.0% |
| 3Y | +57.9% | +149.1% | -91.2% | +22.7% |
| 5Y | +44.0% | +167.3% | -123.4% | +8.0% |
| All | +176.5% | +583.8% | -407.3% | +35.6% |
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 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