+111.3%
COPX vs RVTY
-11.6%
+122.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +1.1% | +4.1% | -3.0% | -0.3% |
| 30D | -15.9% | +1.3% | -17.2% | -16.4% |
| 3M | -19.6% | +33.3% | -52.8% | -28.0% |
| 6M | -21.5% | +58.3% | -79.8% | -34.5% |
| YTD | -0.8% | +62.7% | -63.4% | -18.9% |
| 1Y | +15.2% | +67.2% | -52.1% | -7.1% |
| 3Y | +134.7% | +87.3% | +47.4% | +76.7% |
| 5Y | +111.3% | -13.4% | +124.7% | +99.8% |
| All | +111.3% | -11.6% | +122.9% | +99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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