+50.5%
RSP vs COPX
+193.3%
-142.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -1.8% | +6.0% | -7.8% | -3.2% |
| 30D | -2.5% | +6.4% | -9.0% | -4.1% |
| 3M | +3.0% | +19.3% | -16.3% | -1.9% |
| 6M | +8.9% | +16.2% | -7.3% | +3.4% |
| YTD | +13.0% | +33.2% | -20.2% | +2.3% |
| 1Y | +16.2% | +90.2% | -74.0% | -5.4% |
| 3Y | +52.7% | +175.7% | -123.0% | +7.3% |
| 5Y | +50.5% | +193.1% | -142.7% | +1.8% |
| All | +50.5% | +193.3% | -142.8% | +1.8% |
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 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