+32.2%
COPX vs RL
+34.3%
-2.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.5% | -0.5% | +2.0% |
| 7D | -3.0% | +5.8% | -8.7% | -5.2% |
| 30D | -13.6% | +12.7% | -26.4% | -17.9% |
| 3M | -11.2% | +9.3% | -20.6% | -14.7% |
| 6M | -2.4% | +16.9% | -19.3% | -9.1% |
| YTD | +4.2% | +17.5% | -13.3% | -6.1% |
| 1Y | +32.2% | +34.6% | -2.5% | +9.7% |
| All | +32.2% | +34.3% | -2.2% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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