+343.0%
DRI vs COPX
+583.8%
-240.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -3.2% | -2.3% | -0.9% | -2.6% |
| 30D | -7.8% | +0.3% | -8.1% | -8.2% |
| 3M | +0.4% | +6.8% | -6.5% | -2.9% |
| 6M | +4.8% | +7.9% | -3.1% | -0.8% |
| YTD | +16.7% | +23.7% | -7.0% | +3.4% |
| 1Y | +1.5% | +71.5% | -70.1% | -21.3% |
| 3Y | +56.3% | +149.1% | -92.8% | -1.1% |
| 5Y | +66.4% | +167.3% | -100.9% | -3.6% |
| All | +343.0% | +583.8% | -240.8% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling