+314.1%
COPX vs RL
+337.1%
-22.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.4% | -2.1% |
| 7D | -2.8% | +2.6% | -5.4% | -3.8% |
| 30D | -14.3% | +2.9% | -17.3% | -15.3% |
| 3M | -19.0% | 0.0% | -19.1% | -19.3% |
| 6M | -24.4% | +17.1% | -41.5% | -29.5% |
| YTD | -3.2% | +10.1% | -13.4% | -7.8% |
| 1Y | +15.2% | +17.3% | -2.2% | +7.0% |
| 3Y | +127.6% | +249.3% | -121.7% | +34.5% |
| 5Y | +106.0% | +240.9% | -134.9% | +18.8% |
| All | +314.1% | +337.1% | -22.9% | +131.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling