+363.0%
NDAQ vs COPX
+583.8%
-220.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -5.6% | -2.3% | -3.2% | -5.1% |
| 30D | -4.4% | +0.3% | -4.6% | -4.6% |
| 3M | +5.9% | +6.8% | -1.0% | +3.6% |
| 6M | +7.7% | +7.9% | -0.2% | +3.8% |
| YTD | -5.2% | +23.7% | -28.9% | -12.9% |
| 1Y | -3.4% | +71.5% | -74.9% | -19.3% |
| 3Y | +85.6% | +149.1% | -63.5% | +35.0% |
| 5Y | +49.5% | +167.3% | -117.8% | +3.2% |
| All | +363.0% | +583.8% | -220.8% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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