+711.7%
DOV vs COPX
+198.0%
+513.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | -0.8% |
| 7D | +2.5% | +5.8% | -3.2% | +0.1% |
| 30D | -7.5% | +7.2% | -14.7% | -10.4% |
| 3M | -9.7% | +16.5% | -26.2% | -16.2% |
| 6M | -6.1% | +18.4% | -24.5% | -15.0% |
| YTD | +0.5% | +31.9% | -31.4% | -14.6% |
| 1Y | +10.5% | +88.5% | -78.0% | -20.7% |
| 3Y | +41.7% | +173.1% | -131.4% | -17.5% |
| 5Y | +18.4% | +193.1% | -174.7% | -36.2% |
| 10Y | +289.8% | +591.7% | -301.9% | +23.4% |
| All | +711.7% | +198.0% | +513.8% | +259.5% |
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