+75.7%
COPX vs RBA
-30.1%
+105.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.0% | -6.0% | -6.8% |
| 7D | -2.9% | -3.3% | +0.4% | -2.4% |
| 30D | 0.0% | -9.8% | +9.8% | +1.7% |
| 3M | +14.8% | -23.5% | +38.3% | +18.2% |
| 6M | +7.0% | -21.5% | +28.6% | +8.7% |
| YTD | +23.8% | -21.2% | +45.0% | +24.8% |
| 1Y | +75.7% | -30.2% | +105.9% | +78.1% |
| All | +75.7% | -30.1% | +105.8% | +78.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling