-92.2%
RIG vs COPX
+200.8%
-293.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.6% |
| 7D | -8.2% | +6.0% | -14.2% | -12.4% |
| 30D | -0.2% | +6.4% | -6.6% | -5.6% |
| 3M | -2.7% | +19.3% | -22.0% | -17.7% |
| 6M | -7.5% | +16.2% | -23.7% | -24.5% |
| YTD | +38.3% | +33.2% | +5.1% | -0.8% |
| 1Y | +81.8% | +90.2% | -8.4% | -3.9% |
| 3Y | -30.2% | +175.7% | -205.9% | -74.1% |
| 5Y | +59.9% | +193.1% | -133.2% | -43.0% |
| 10Y | -41.9% | +619.4% | -661.3% | -89.1% |
| All | -92.2% | +200.8% | -293.0% | -98.0% |
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