+173.1%
COPX vs RL
+211.8%
-38.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.1% | +5.2% | +4.5% |
| 7D | +5.8% | +1.9% | +3.9% | +5.0% |
| 30D | +7.2% | -12.2% | +19.4% | +12.5% |
| 3M | +16.5% | -6.6% | +23.1% | +19.2% |
| 6M | +18.4% | +3.2% | +15.3% | +16.3% |
| YTD | +31.9% | -1.3% | +33.2% | +31.2% |
| 1Y | +88.5% | +13.6% | +74.9% | +78.2% |
| 3Y | +173.1% | +210.9% | -37.8% | +82.7% |
| All | +173.1% | +211.8% | -38.7% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling