+47.6%
ON vs COPX
+31.7%
+15.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.0% | -5.8% | -4.0% |
| 7D | -5.8% | -3.0% | -2.8% | -4.3% |
| 30D | -17.1% | -13.6% | -3.5% | -10.4% |
| 3M | -11.8% | -11.2% | -0.6% | -7.0% |
| 6M | -30.2% | -2.4% | -27.8% | -28.8% |
| YTD | +31.6% | +4.2% | +27.3% | +17.9% |
| 1Y | +47.6% | +32.2% | +15.4% | +3.7% |
| All | +47.6% | +31.7% | +15.8% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling