+496.8%
DLTR vs COPX
+179.8%
+317.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | +1.5% |
| 7D | -9.4% | -2.9% | -6.6% | -9.1% |
| 30D | -7.3% | 0.0% | -7.4% | -7.6% |
| 3M | +7.6% | +14.8% | -7.2% | +3.9% |
| 6M | +1.6% | +7.0% | -5.5% | -1.2% |
| YTD | -3.5% | +23.8% | -27.4% | -9.4% |
| 1Y | +20.0% | +75.7% | -55.7% | +4.9% |
| 3Y | +2.3% | +156.4% | -154.1% | -18.6% |
| 5Y | +31.5% | +167.6% | -136.0% | +1.9% |
| 10Y | +45.4% | +569.1% | -523.8% | -9.5% |
| All | +496.8% | +179.8% | +317.0% | +326.5% |
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 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