+120.1%
DRAM vs COPX
+28.0%
+92.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.1% | -1.7% | -2.4% |
| 7D | +11.0% | +5.8% | +5.2% | +3.8% |
| 30D | +20.8% | +7.2% | +13.5% | +10.3% |
| 3M | +1.0% | +16.5% | -15.5% | -16.2% |
| All | +120.1% | +28.0% | +92.1% | +77.1% |
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 · Available span rolling