-42.2%
RIG vs COPX
+583.8%
-626.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -3.1% | -2.3% | -0.7% | -1.8% |
| 30D | -0.5% | +0.3% | -0.8% | -2.1% |
| 3M | -6.0% | +6.8% | -12.8% | -14.0% |
| 6M | -10.1% | +7.9% | -18.1% | -24.0% |
| YTD | +37.3% | +23.7% | +13.6% | -0.1% |
| 1Y | +73.9% | +71.5% | +2.4% | -8.3% |
| 3Y | -30.2% | +149.1% | -179.3% | -76.0% |
| 5Y | +62.5% | +167.3% | -104.9% | -48.7% |
| All | -42.2% | +583.8% | -626.0% | -92.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling