+723.6%
ON vs COPX
+198.0%
+525.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.1% | -8.5% | -7.0% |
| 7D | -2.2% | +5.8% | -7.9% | -5.7% |
| 30D | -12.4% | +7.2% | -19.6% | -16.7% |
| 3M | -41.2% | +16.5% | -57.7% | -46.8% |
| 6M | +25.0% | +18.4% | +6.5% | +11.0% |
| YTD | +31.3% | +31.9% | -0.6% | +6.6% |
| 1Y | +45.4% | +88.5% | -43.1% | -5.9% |
| 3Y | -27.4% | +173.1% | -200.5% | -63.9% |
| 5Y | +58.5% | +193.1% | -134.6% | -25.8% |
| 10Y | +561.8% | +591.7% | -29.9% | +80.1% |
| All | +723.6% | +198.0% | +525.7% | +220.8% |
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