+230.8%
RDW vs COPX
+149.4%
+81.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +0.9% | -2.3% | +3.2% | +2.4% |
| 30D | -21.3% | +0.3% | -21.5% | -22.2% |
| 3M | -37.9% | +6.8% | -44.7% | -42.3% |
| 6M | +12.3% | +7.9% | +4.3% | +4.0% |
| YTD | +39.7% | +23.7% | +16.0% | +15.9% |
| 1Y | +25.7% | +71.5% | -45.9% | -20.6% |
| 3Y | +230.8% | +149.1% | +81.7% | +47.1% |
| All | +230.8% | +149.4% | +81.5% | +47.1% |
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