+20.4%
BTDR vs COPX
+163.4%
-142.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | -3.4% | -2.3% | -1.0% | -1.9% |
| 30D | +32.6% | +0.3% | +32.3% | +33.2% |
| 3M | -32.2% | +6.8% | -39.1% | -34.6% |
| 6M | +52.4% | +7.9% | +44.4% | +47.6% |
| YTD | +6.7% | +23.7% | -17.0% | -3.6% |
| 1Y | -15.2% | +71.5% | -86.8% | -34.3% |
| 3Y | +14.9% | +149.1% | -134.2% | -23.2% |
| All | +20.4% | +163.4% | -142.9% | -19.4% |
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