-1.4%
RMD vs COPX
+31.7%
-33.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.0% | +1.9% | +5.7% |
| 7D | -3.9% | -3.0% | -0.9% | -3.7% |
| 30D | +7.9% | -13.6% | +21.6% | +8.5% |
| 3M | +8.1% | -11.2% | +19.3% | +8.5% |
| 6M | +15.5% | -2.4% | +17.9% | +14.0% |
| YTD | +0.7% | +4.2% | -3.5% | -4.6% |
| 1Y | -1.4% | +32.2% | -33.5% | -8.8% |
| All | -1.4% | +31.7% | -33.1% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling