+271.5%
RMD vs COPX
+583.8%
-312.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -4.4% | -2.3% | -2.1% | -4.0% |
| 30D | -3.1% | +0.3% | -3.4% | -3.4% |
| 3M | +13.8% | +6.8% | +7.0% | +11.1% |
| 6M | -8.6% | +7.9% | -16.5% | -12.1% |
| YTD | -8.6% | +23.7% | -32.4% | -16.3% |
| 1Y | -19.7% | +71.5% | -91.2% | -33.3% |
| 3Y | +48.4% | +149.1% | -100.7% | +7.3% |
| 5Y | -22.7% | +167.3% | -190.1% | -46.8% |
| All | +271.5% | +583.8% | -312.3% | +68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling