+203.4%
RSP vs COPX
+584.4%
-381.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.0% | +6.3% | +1.5% |
| 7D | -3.1% | -2.9% | -0.2% | -2.4% |
| 30D | -3.4% | 0.0% | -3.4% | -3.7% |
| 3M | +3.6% | +14.8% | -11.2% | -1.9% |
| 6M | +9.0% | +7.0% | +1.9% | +4.2% |
| YTD | +12.2% | +23.8% | -11.7% | +0.8% |
| 1Y | +15.6% | +75.7% | -60.1% | -8.9% |
| 3Y | +51.6% | +156.4% | -104.7% | +0.3% |
| 5Y | +50.4% | +167.6% | -117.1% | -5.7% |
| All | +203.4% | +584.4% | -381.0% | +17.1% |
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