+619.4%
COPX vs RBA
+189.2%
+430.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +6.0% | -1.9% | +7.9% | +6.6% |
| 30D | +6.4% | -13.0% | +19.4% | +11.4% |
| 3M | +19.3% | -23.1% | +42.4% | +28.9% |
| 6M | +16.2% | -22.6% | +38.8% | +25.2% |
| YTD | +33.2% | -20.4% | +53.6% | +41.2% |
| 1Y | +90.2% | -29.6% | +119.8% | +110.4% |
| 3Y | +175.7% | +26.6% | +149.1% | +142.0% |
| 5Y | +193.1% | +38.2% | +154.9% | +140.0% |
| 10Y | +619.4% | +194.7% | +424.7% | +290.3% |
| All | +619.4% | +189.2% | +430.2% | +290.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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