+270.1%
RMBS vs COPX
+179.8%
+90.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.0% | +4.4% | +0.9% |
| 7D | +1.2% | -2.9% | +4.1% | +2.6% |
| 30D | -11.5% | 0.0% | -11.5% | -11.7% |
| 3M | -38.2% | +14.8% | -53.0% | -42.5% |
| 6M | -4.8% | +7.0% | -11.8% | -7.3% |
| YTD | -7.1% | +23.8% | -31.0% | -16.7% |
| 1Y | +10.7% | +75.7% | -65.0% | -15.7% |
| 3Y | +54.5% | +156.4% | -101.9% | -2.3% |
| 5Y | +261.7% | +167.6% | +94.1% | +118.4% |
| 10Y | +551.5% | +569.1% | -17.6% | +144.0% |
| All | +270.1% | +179.8% | +90.4% | +110.2% |
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