+927.5%
RSG vs COPX
+179.5%
+748.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.5% |
| 6M | +0.1% | +7.9% | -7.8% | -2.8% |
| YTD | +6.0% | +23.7% | -17.7% | -0.4% |
| 1Y | -3.0% | +71.5% | -74.5% | -14.8% |
| 3Y | +56.5% | +149.1% | -92.6% | +24.0% |
| 5Y | +90.9% | +167.3% | -76.4% | +45.0% |
| 10Y | +428.7% | +568.5% | -139.8% | +197.6% |
| All | +927.5% | +179.5% | +748.0% | +572.6% |
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