+338.5%
COP vs RRX
+228.4%
+110.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -1.1% |
| 7D | +2.3% | -0.3% | +2.7% | +2.4% |
| 30D | +8.6% | -6.1% | +14.8% | +10.9% |
| 3M | +19.9% | -23.1% | +42.9% | +28.9% |
| 6M | +19.0% | -19.5% | +38.6% | +21.9% |
| YTD | +50.0% | +16.1% | +33.9% | +28.9% |
| 1Y | +50.5% | +12.9% | +37.6% | +29.6% |
| 3Y | +25.2% | +7.9% | +17.3% | +1.4% |
| 5Y | +194.3% | +19.1% | +175.2% | +107.8% |
| All | +338.5% | +228.4% | +110.1% | +57.6% |
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