+196.3%
OMC vs COPX
+200.8%
-4.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.9% | -4.4% | -3.8% |
| 7D | -4.2% | +6.0% | -10.2% | -5.9% |
| 30D | -7.5% | +6.4% | -13.9% | -9.4% |
| 3M | +4.6% | +19.3% | -14.6% | -1.6% |
| 6M | -4.8% | +16.2% | -21.1% | -10.9% |
| YTD | -1.0% | +33.2% | -34.2% | -12.5% |
| 1Y | +3.8% | +90.2% | -86.4% | -18.6% |
| 3Y | +10.2% | +175.7% | -165.5% | -25.8% |
| 5Y | +29.7% | +193.1% | -163.4% | -16.9% |
| 10Y | +32.3% | +619.4% | -587.1% | -42.1% |
| All | +196.3% | +200.8% | -4.5% | +62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling