+41.5%
DLR vs COPX
+167.3%
-125.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.0% | +5.0% | -0.4% |
| 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% | -0.7% |
| 6M | +3.9% | +7.0% | -3.2% | +0.8% |
| YTD | +21.4% | +23.8% | -2.4% | +12.7% |
| 1Y | +9.7% | +75.7% | -66.0% | -7.3% |
| 3Y | +56.5% | +156.4% | -99.9% | +16.4% |
| 5Y | +41.5% | +167.6% | -126.1% | +2.2% |
| All | +41.5% | +167.3% | -125.8% | +2.2% |
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