+190.5%
COPX vs RBA
+416.7%
-226.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | -4.0% | -2.9% | -1.1% | -2.9% |
| 30D | +4.5% | -12.3% | +16.8% | +9.7% |
| 3M | +0.8% | -20.5% | +21.4% | +8.6% |
| 6M | +3.2% | -18.5% | +21.7% | +9.9% |
| YTD | +26.7% | -18.2% | +44.9% | +34.0% |
| 1Y | +85.7% | -27.5% | +113.2% | +105.5% |
| 3Y | +151.2% | +38.1% | +113.1% | +110.2% |
| 5Y | +170.0% | +44.8% | +125.2% | +112.6% |
| 10Y | +572.9% | +187.1% | +385.8% | +266.6% |
| All | +190.5% | +416.7% | -226.2% | +7.9% |
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