+508.7%
COPX vs RPRX
+52.7%
+456.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.3% | -8.4% | +6.0% | -0.5% |
| 30D | +0.3% | -0.6% | +0.9% | +0.3% |
| 3M | +6.8% | +6.4% | +0.4% | +5.0% |
| 6M | +7.9% | +26.6% | -18.6% | +1.6% |
| YTD | +23.7% | +53.8% | -30.0% | +11.3% |
| 1Y | +71.5% | +62.8% | +8.7% | +51.9% |
| 3Y | +149.1% | +118.0% | +31.1% | +103.8% |
| 5Y | +167.3% | +71.2% | +96.1% | +132.8% |
| All | +508.7% | +52.7% | +456.0% | +433.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 10y: compounded portfolio wealth divided by compounded RPRX 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…
10y analysis · Full analysis span regression · 6 months rolling