+494.3%
DLTR vs COPX
+179.5%
+314.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -10.1% | -2.3% | -7.7% | -9.8% |
| 30D | -8.1% | +0.3% | -8.4% | -8.4% |
| 3M | +2.9% | +6.8% | -4.0% | +0.8% |
| 6M | +4.3% | +7.9% | -3.6% | +1.3% |
| YTD | -3.9% | +23.7% | -27.7% | -9.7% |
| 1Y | +18.9% | +71.5% | -52.6% | +4.4% |
| 3Y | +1.9% | +149.1% | -147.2% | -18.4% |
| 5Y | +31.0% | +167.3% | -136.3% | +1.5% |
| 10Y | +44.8% | +568.5% | -523.8% | -9.8% |
| All | +494.3% | +179.5% | +314.8% | +324.8% |
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