+149.1%
COPX vs RRX
+5.4%
+143.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -1.3% |
| 7D | -2.3% | -0.3% | -2.0% | -2.2% |
| 30D | +0.3% | -6.1% | +6.4% | +2.3% |
| 3M | +6.8% | -23.1% | +29.9% | +15.0% |
| 6M | +7.9% | -19.5% | +27.5% | +14.1% |
| YTD | +23.7% | +16.1% | +7.7% | +16.5% |
| 1Y | +71.5% | +12.9% | +58.6% | +62.1% |
| 3Y | +149.1% | +7.9% | +141.2% | +149.2% |
| All | +149.1% | +5.4% | +143.7% | +149.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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