+119.6%
RF vs COPX
+146.4%
-26.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.6% | -3.4% | +1.1% |
| 7D | -0.1% | +3.3% | -3.4% | -0.8% |
| 30D | +7.0% | -12.2% | +19.3% | +9.5% |
| 3M | -7.0% | -14.5% | +7.5% | -4.7% |
| 6M | +6.8% | -12.2% | +18.9% | +8.0% |
| YTD | +9.9% | +5.2% | +4.7% | +4.2% |
| 1Y | +21.1% | +27.0% | -5.8% | +8.8% |
| 3Y | +119.6% | +149.1% | -29.5% | +30.7% |
| All | +119.6% | +146.4% | -26.8% | +30.7% |
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 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