+135.3%
COPX vs RL
+464.2%
-328.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.1% | +1.3% |
| 7D | -1.5% | -4.4% | +2.8% | +0.3% |
| 30D | -14.0% | +5.6% | -19.6% | -15.9% |
| 3M | -17.1% | -0.6% | -16.5% | -17.2% |
| 6M | -15.9% | +15.5% | -31.4% | -21.5% |
| YTD | +2.6% | +12.3% | -9.7% | -3.3% |
| 1Y | +21.6% | +19.3% | +2.3% | +11.6% |
| 3Y | +142.7% | +255.5% | -112.9% | +36.8% |
| 5Y | +122.2% | +247.1% | -124.8% | +22.1% |
| 10Y | +338.8% | +346.0% | -7.3% | +95.8% |
| All | +135.3% | +464.2% | -328.9% | -22.0% |
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 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