+164.7%
COPX vs RNG
-68.4%
+233.1%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -2.3% | -6.1% | +3.7% | -1.6% |
| 30D | +0.3% | +9.6% | -9.3% | -1.1% |
| 3M | +6.8% | +83.3% | -76.5% | -2.4% |
| 6M | +7.9% | +77.9% | -70.0% | -2.0% |
| YTD | +23.7% | +139.9% | -116.2% | +5.5% |
| 1Y | +71.5% | +121.7% | -50.1% | +47.6% |
| 3Y | +149.1% | +121.9% | +27.2% | +108.4% |
| All | +164.7% | -68.4% | +233.1% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 5y: compounded portfolio wealth divided by compounded RNG 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…
5y analysis · Full analysis span regression · 6 months rolling