+17.8%
DOV vs COPX
+163.4%
-145.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -2.0% | -2.3% | +0.4% | -1.4% |
| 30D | -8.9% | +0.3% | -9.2% | -9.1% |
| 3M | -13.3% | +6.8% | -20.1% | -15.5% |
| 6M | -9.7% | +7.9% | -17.6% | -13.4% |
| YTD | -2.5% | +23.7% | -26.2% | -11.6% |
| 1Y | +7.2% | +71.5% | -64.3% | -13.8% |
| 3Y | +39.4% | +149.1% | -109.7% | -5.4% |
| All | +17.8% | +163.4% | -145.6% | -22.9% |
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