+629.3%
ON vs COPX
+583.8%
+45.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.1% | +8.6% | +8.6% |
| 7D | +2.4% | -2.3% | +4.7% | +3.6% |
| 30D | -8.6% | +0.3% | -8.9% | -9.6% |
| 3M | -34.3% | +6.8% | -41.2% | -37.9% |
| 6M | +28.5% | +7.9% | +20.6% | +19.2% |
| YTD | +40.6% | +23.7% | +16.9% | +14.9% |
| 1Y | +55.3% | +71.5% | -16.2% | -0.4% |
| 3Y | -22.2% | +149.1% | -171.3% | -63.8% |
| 5Y | +62.4% | +167.3% | -104.9% | -30.7% |
| All | +629.3% | +583.8% | +45.5% | +59.6% |
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