+56.8%
RGTI vs COPX
+163.4%
-106.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | +0.5% | -2.3% | +2.8% | +2.0% |
| 30D | -17.1% | +0.3% | -17.4% | -17.5% |
| 3M | -26.0% | +6.8% | -32.8% | -29.7% |
| 6M | -9.9% | +7.9% | -17.8% | -14.4% |
| YTD | -31.1% | +23.7% | -54.8% | -41.5% |
| 1Y | -8.5% | +71.5% | -80.0% | -38.7% |
| 3Y | +652.2% | +149.1% | +503.1% | +275.7% |
| All | +56.8% | +163.4% | -106.6% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling