-28.3%
ON vs COPX
+149.6%
-177.9%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.8% | +3.0% |
| 7D | -4.7% | -2.9% | -1.8% | -3.5% |
| 30D | -13.5% | 0.0% | -13.5% | -14.2% |
| 3M | -36.3% | +14.8% | -51.1% | -41.9% |
| 6M | +17.8% | +7.0% | +10.7% | +11.2% |
| YTD | +29.6% | +23.8% | +5.7% | +8.6% |
| 1Y | +45.8% | +75.7% | -29.9% | -2.6% |
| All | -28.3% | +149.6% | -177.9% | -65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling