+420.8%
RSG vs COPX
+583.8%
-163.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.8% | +0.8% |
| 7D | 0.0% | -2.3% | +2.4% | +0.3% |
| 30D | +4.0% | +0.3% | +3.7% | +3.8% |
| 3M | +7.4% | +6.8% | +0.6% | +6.0% |
| 6M | +0.1% | +7.9% | -7.8% | -2.1% |
| YTD | +6.0% | +23.7% | -17.7% | +0.8% |
| 1Y | -3.0% | +71.5% | -74.5% | -13.0% |
| 3Y | +56.5% | +149.1% | -92.6% | +27.9% |
| 5Y | +90.9% | +167.3% | -76.4% | +49.8% |
| All | +420.8% | +583.8% | -163.0% | +188.1% |
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