+565.8%
COPX vs RL
+308.3%
+257.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.3% | -7.3% | -7.1% |
| 7D | -2.9% | -2.2% | -0.7% | -2.2% |
| 30D | 0.0% | -15.3% | +15.4% | +6.5% |
| 3M | +14.8% | -10.3% | +25.1% | +19.4% |
| 6M | +7.0% | -2.2% | +9.3% | +7.2% |
| YTD | +23.8% | -4.3% | +28.1% | +24.7% |
| 1Y | +75.7% | +8.9% | +66.8% | +68.2% |
| 3Y | +156.4% | +201.4% | -45.0% | +60.2% |
| 5Y | +167.6% | +230.6% | -63.0% | +55.6% |
| All | +565.8% | +308.3% | +257.5% | +265.0% |
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