-9.7%
RKT vs COPX
+167.3%
-177.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.0% | +5.2% | +1.5% |
| 7D | -7.2% | -2.9% | -4.4% | -6.2% |
| 30D | -7.9% | 0.0% | -7.9% | -8.3% |
| 3M | +5.2% | +14.8% | -9.6% | -3.0% |
| 6M | -14.9% | +7.0% | -21.9% | -19.2% |
| YTD | -31.9% | +23.8% | -55.7% | -39.6% |
| 1Y | -36.9% | +75.7% | -112.6% | -53.0% |
| 3Y | +35.7% | +156.4% | -120.7% | -19.5% |
| 5Y | -9.7% | +167.6% | -177.2% | -47.3% |
| All | -9.7% | +167.3% | -177.0% | -47.3% |
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 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