-71.6%
OPEN vs COPX
+557.2%
-628.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.1% | -6.6% | -5.5% |
| 7D | +1.0% | +5.8% | -4.8% | -3.1% |
| 30D | -11.9% | +7.2% | -19.1% | -16.4% |
| 3M | -28.8% | +16.5% | -45.3% | -37.2% |
| 6M | -38.6% | +18.4% | -57.0% | -47.6% |
| YTD | -47.3% | +31.9% | -79.3% | -59.3% |
| 1Y | -49.2% | +88.5% | -137.7% | -70.5% |
| 3Y | -18.8% | +173.1% | -191.9% | -65.5% |
| 5Y | -83.6% | +193.1% | -276.7% | -93.2% |
| All | -71.6% | +557.2% | -628.8% | -90.9% |
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