-22.3%
RMD vs COPX
+167.3%
-189.5%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.8% | +1.1% |
| 7D | -4.2% | -2.9% | -1.3% | -3.8% |
| 30D | -2.1% | 0.0% | -2.1% | -2.2% |
| 3M | +13.8% | +14.8% | -1.0% | +10.0% |
| 6M | -10.6% | +7.0% | -17.7% | -13.1% |
| YTD | -8.1% | +23.8% | -31.9% | -14.5% |
| 1Y | -18.0% | +75.7% | -93.7% | -30.2% |
| 3Y | +52.9% | +156.4% | -103.5% | +14.4% |
| 5Y | -22.3% | +167.6% | -189.8% | -43.0% |
| All | -22.3% | +167.3% | -189.5% | -43.0% |
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