+378.0%
RIO vs COPX
+200.8%
+177.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.8% |
| 7D | +1.0% | +6.0% | -5.0% | -3.4% |
| 30D | +4.0% | +6.4% | -2.4% | -1.0% |
| 3M | +4.5% | +19.3% | -14.7% | -9.5% |
| 6M | +17.3% | +16.2% | +1.1% | +1.7% |
| YTD | +36.2% | +33.2% | +3.0% | +4.7% |
| 1Y | +76.1% | +90.2% | -14.1% | +1.8% |
| 3Y | +102.5% | +175.7% | -73.1% | -17.7% |
| 5Y | +103.5% | +193.1% | -89.6% | -23.4% |
| 10Y | +619.2% | +619.4% | -0.2% | +16.5% |
| All | +378.0% | +200.8% | +177.2% | +53.3% |
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