+336.7%
COP vs RRX
+200.5%
+136.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.4% |
| 7D | +4.4% | +4.3% | +0.1% | +2.7% |
| 30D | 0.0% | +12.3% | -12.4% | -5.0% |
| 3M | +15.0% | +3.7% | +11.4% | +12.0% |
| 6M | +22.0% | -13.9% | +35.9% | +23.4% |
| YTD | +55.3% | +26.5% | +28.9% | +28.0% |
| 1Y | +64.1% | +29.3% | +34.8% | +33.3% |
| 3Y | +34.1% | +65.6% | -31.5% | -11.8% |
| 5Y | +133.4% | +10.6% | +122.7% | +77.5% |
| All | +336.7% | +200.5% | +136.3% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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