+55.2%
DLR vs COPX
+149.6%
-94.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.0% | +5.0% | -0.5% |
| 7D | -1.3% | -2.9% | +1.6% | -0.7% |
| 30D | -2.9% | 0.0% | -2.9% | -3.0% |
| 3M | +3.2% | +14.8% | -11.6% | -0.3% |
| 6M | +3.9% | +7.0% | -3.2% | +1.1% |
| YTD | +21.4% | +23.8% | -2.4% | +13.3% |
| 1Y | +9.7% | +75.7% | -66.0% | -6.3% |
| All | +55.2% | +149.6% | -94.4% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling