+127.6%
COPX vs RBA
+483.0%
-355.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -2.7% |
| 7D | +1.1% | -0.5% | +1.7% | +1.3% |
| 30D | -15.9% | +6.8% | -22.7% | -18.1% |
| 3M | -19.6% | +9.5% | -29.0% | -22.7% |
| 6M | -21.5% | -8.2% | -13.3% | -20.3% |
| YTD | -0.8% | -7.7% | +7.0% | -0.1% |
| 1Y | +15.2% | -6.9% | +22.1% | +15.5% |
| 3Y | +134.7% | +61.6% | +73.1% | +84.9% |
| 5Y | +111.3% | +44.7% | +66.6% | +67.6% |
| 10Y | +324.3% | +205.3% | +119.0% | +125.9% |
| All | +127.6% | +483.0% | -355.5% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling