+324.8%
COPX vs STLA
-3.1%
+327.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.1% | +2.8% | -0.8% |
| 7D | +1.1% | -13.1% | +14.2% | +7.1% |
| 30D | -15.9% | -13.3% | -2.6% | -11.2% |
| 3M | -19.6% | -27.9% | +8.3% | -9.3% |
| 6M | -21.5% | -47.8% | +26.3% | +1.4% |
| YTD | -0.8% | -64.6% | +63.8% | +46.8% |
| 1Y | +15.2% | -64.0% | +79.2% | +68.4% |
| 3Y | +134.7% | -76.8% | +211.6% | +294.0% |
| 5Y | +111.3% | -74.2% | +185.5% | +223.8% |
| All | +324.8% | -3.1% | +327.9% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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