-23.6%
RKT vs COPX
+403.5%
-427.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.1% | -5.9% | -3.5% |
| 7D | +6.0% | +5.8% | +0.2% | +3.5% |
| 30D | +0.7% | +7.2% | -6.6% | -2.5% |
| 3M | +11.8% | +16.5% | -4.7% | +3.7% |
| 6M | -7.6% | +18.4% | -26.1% | -15.3% |
| YTD | -28.7% | +31.9% | -60.6% | -37.3% |
| 1Y | -32.6% | +88.5% | -121.1% | -49.1% |
| 3Y | +42.1% | +173.1% | -131.0% | -10.3% |
| 5Y | -7.2% | +193.1% | -200.3% | -42.8% |
| All | -23.6% | +403.5% | -427.1% | -61.1% |
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