-24.1%
OPEN vs COPX
+149.6%
-173.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -7.0% | +0.3% | -1.9% |
| 7D | -10.5% | -2.9% | -7.6% | -8.9% |
| 30D | -21.8% | 0.0% | -21.8% | -22.0% |
| 3M | -37.5% | +14.8% | -52.3% | -44.0% |
| 6M | -44.1% | +7.0% | -51.2% | -48.3% |
| YTD | -52.0% | +23.8% | -75.8% | -61.3% |
| 1Y | -52.2% | +75.7% | -127.9% | -71.6% |
| All | -24.1% | +149.6% | -173.7% | -73.6% |
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 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