+121.8%
COPX vs VO
+520.3%
-398.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -2.8% | +3.1% | -5.9% | -6.5% |
| 30D | -14.3% | +2.2% | -16.5% | -16.5% |
| 3M | -19.0% | -2.5% | -16.6% | -16.0% |
| 6M | -24.4% | +7.0% | -31.4% | -29.8% |
| YTD | -3.2% | +14.0% | -17.2% | -16.3% |
| 1Y | +15.2% | +15.6% | -0.5% | -2.1% |
| 3Y | +127.6% | +66.2% | +61.5% | +22.8% |
| 5Y | +106.0% | +36.6% | +69.4% | +41.4% |
| 10Y | +313.7% | +199.0% | +114.7% | 0.0% |
| All | +121.8% | +520.3% | -398.5% | -79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 all: compounded portfolio wealth divided by compounded VO 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…
all analysis · Full analysis span regression · 6 months rolling