+88.9%
COPX vs RL
+9.0%
+79.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.3% | +2.4% |
| 7D | +6.0% | -0.3% | +6.2% | +5.9% |
| 30D | +6.4% | -17.5% | +24.0% | +16.1% |
| 3M | +19.3% | -14.0% | +33.3% | +27.4% |
| 6M | +16.2% | -2.0% | +18.2% | +15.2% |
| YTD | +33.2% | -4.6% | +37.8% | +32.0% |
| All | +88.9% | +9.0% | +79.9% | +74.3% |
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