+173.1%
COPX vs RBA
+29.1%
+144.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +4.6% |
| 7D | +5.8% | -1.1% | +6.8% | +6.0% |
| 30D | +7.2% | -13.2% | +20.4% | +11.0% |
| 3M | +16.5% | -21.4% | +37.9% | +22.3% |
| 6M | +18.4% | -20.9% | +39.3% | +23.9% |
| YTD | +31.9% | -19.9% | +51.8% | +36.8% |
| 1Y | +88.5% | -28.7% | +117.2% | +102.3% |
| 3Y | +173.1% | +27.4% | +145.7% | +148.7% |
| All | +173.1% | +29.1% | +144.0% | +148.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling