+4,492.0%
COP vs RRX
+3,904.5%
+587.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | +3.0% | +3.4% | -0.4% | +2.0% |
| 30D | +17.5% | -11.1% | +28.6% | +21.3% |
| 3M | +13.4% | -23.7% | +37.1% | +20.3% |
| 6M | +17.7% | -22.0% | +39.7% | +21.5% |
| YTD | +46.6% | +16.5% | +30.1% | +32.7% |
| 1Y | +44.6% | +11.5% | +33.1% | +31.8% |
| 3Y | +20.7% | +1.5% | +19.2% | +8.0% |
| 5Y | +185.0% | +18.3% | +166.8% | +135.8% |
| 10Y | +347.0% | +209.8% | +137.2% | +178.8% |
| All | +4,492.0% | +3,904.5% | +587.5% | +2,408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling