+190.5%
COPX vs RL
+401.4%
-210.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.7% | -1.5% |
| 7D | -4.0% | -0.8% | -3.2% | -3.7% |
| 30D | +4.5% | -7.8% | +12.3% | +7.9% |
| 3M | +0.8% | -4.0% | +4.8% | +2.2% |
| 6M | +3.2% | -1.9% | +5.1% | +3.2% |
| YTD | +26.7% | -0.2% | +26.9% | +25.5% |
| 1Y | +85.7% | +10.7% | +75.0% | +76.0% |
| 3Y | +151.2% | +210.8% | -59.6% | +49.6% |
| 5Y | +170.0% | +238.2% | -68.2% | +49.3% |
| 10Y | +572.9% | +313.4% | +259.6% | +209.4% |
| All | +190.5% | +401.4% | -210.9% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling