+615.9%
COPX vs STLA
+51.9%
+564.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.7% |
| 7D | +6.0% | +0.4% | +5.6% | +5.7% |
| 30D | +6.4% | -5.2% | +11.6% | +8.4% |
| 3M | +19.3% | -24.9% | +44.1% | +33.6% |
| 6M | +16.2% | -25.2% | +41.4% | +30.4% |
| YTD | +33.2% | -51.4% | +84.6% | +74.1% |
| 1Y | +90.2% | -40.7% | +130.9% | +124.2% |
| 3Y | +175.7% | -66.3% | +241.9% | +295.9% |
| 5Y | +193.1% | -63.2% | +256.4% | +290.2% |
| All | +615.9% | +51.9% | +564.0% | +459.1% |
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