+165.8%
RTX vs COPX
+167.3%
-1.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.0% | +7.3% | +1.3% |
| 7D | -2.0% | -2.9% | +0.9% | -1.6% |
| 30D | -11.2% | 0.0% | -11.2% | -11.4% |
| 3M | +12.0% | +14.8% | -2.8% | +9.1% |
| 6M | -3.6% | +7.0% | -10.6% | -5.6% |
| YTD | +9.2% | +23.8% | -14.7% | +3.8% |
| 1Y | +29.7% | +75.7% | -46.0% | +15.8% |
| 3Y | +152.0% | +156.4% | -4.4% | +103.2% |
| 5Y | +165.8% | +167.6% | -1.8% | +108.0% |
| All | +165.8% | +167.3% | -1.5% | +108.0% |
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