+744.1%
RMD vs COPX
+198.0%
+546.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.1% | -7.3% | -4.3% |
| 7D | -4.5% | +5.8% | -10.2% | -5.9% |
| 30D | +4.6% | +7.2% | -2.6% | +2.6% |
| 3M | +14.8% | +16.5% | -1.7% | +9.4% |
| 6M | -12.1% | +18.4% | -30.5% | -17.5% |
| YTD | -7.5% | +31.9% | -39.4% | -16.6% |
| 1Y | -20.1% | +88.5% | -108.6% | -35.1% |
| 3Y | +53.9% | +173.1% | -119.2% | +9.4% |
| 5Y | -22.2% | +193.1% | -215.3% | -47.2% |
| 10Y | +268.2% | +591.7% | -323.4% | +78.2% |
| All | +744.1% | +198.0% | +546.1% | +415.8% |
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 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