+134.2%
RBRK vs COPX
+107.7%
+26.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -7.5% | -2.3% | -5.1% | -6.9% |
| 30D | -10.4% | +0.3% | -10.7% | -10.8% |
| 3M | +21.3% | +6.8% | +14.5% | +17.1% |
| 6M | +50.6% | +7.9% | +42.7% | +42.2% |
| YTD | +13.3% | +23.7% | -10.4% | -4.0% |
| 1Y | +11.2% | +71.5% | -60.3% | -23.2% |
| All | +134.2% | +107.7% | +26.5% | +32.7% |
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