+64.6%
DRI vs COPX
+167.3%
-102.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.0% | +6.1% | +0.2% |
| 7D | -4.8% | -2.9% | -1.9% | -4.4% |
| 30D | -5.2% | 0.0% | -5.2% | -5.3% |
| 3M | +2.7% | +14.8% | -12.1% | -0.1% |
| 6M | +3.6% | +7.0% | -3.4% | +1.2% |
| YTD | +15.4% | +23.8% | -8.4% | +8.5% |
| 1Y | +1.3% | +75.7% | -74.4% | -11.9% |
| 3Y | +53.1% | +156.4% | -103.3% | +18.6% |
| 5Y | +64.6% | +167.6% | -103.0% | +22.8% |
| All | +64.6% | +167.3% | -102.7% | +22.8% |
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