+2.0%
RDW vs COPX
+203.7%
-201.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.2% |
| 7D | +0.9% | -2.3% | +3.2% | +2.1% |
| 30D | -21.3% | +0.3% | -21.5% | -21.9% |
| 3M | -37.9% | +6.8% | -44.7% | -41.1% |
| 6M | +12.3% | +7.9% | +4.3% | +6.8% |
| YTD | +39.7% | +23.7% | +16.0% | +23.3% |
| 1Y | +25.7% | +71.5% | -45.9% | -8.6% |
| 3Y | +230.8% | +149.1% | +81.7% | +92.6% |
| 5Y | -8.8% | +167.3% | -176.1% | -49.4% |
| All | +2.0% | +203.7% | -201.6% | -46.3% |
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