+558.6%
QQQ vs COPX
+583.8%
-25.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.6% | -2.3% | +1.8% | +0.1% |
| 30D | -1.2% | +0.3% | -1.5% | -1.6% |
| 3M | -0.2% | +6.8% | -7.0% | -3.1% |
| 6M | +17.9% | +7.9% | +10.0% | +12.9% |
| YTD | +16.6% | +23.7% | -7.1% | +5.1% |
| 1Y | +23.0% | +71.5% | -48.6% | -2.1% |
| 3Y | +92.9% | +149.1% | -56.1% | +29.6% |
| 5Y | +95.6% | +167.3% | -71.7% | +24.3% |
| All | +558.6% | +583.8% | -25.2% | +178.9% |
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 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