+267.4%
RTX vs COPX
+307.7%
-40.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | +4.8% | -2.8% | +7.6% | +5.6% |
| 30D | +6.5% | -14.3% | +20.8% | +11.0% |
| 3M | -9.6% | -19.0% | +9.4% | -4.8% |
| 6M | +12.3% | -24.4% | +36.7% | +19.5% |
| YTD | +9.5% | -3.2% | +12.7% | +5.5% |
| 1Y | +15.8% | +15.2% | +0.7% | +5.1% |
| 3Y | +157.0% | +127.6% | +29.4% | +72.6% |
| 5Y | +148.8% | +106.0% | +42.8% | +65.3% |
| All | +267.4% | +307.7% | -40.3% | +50.6% |
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 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