+147.4%
RTX vs COPX
+107.3%
+40.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.5% |
| 7D | +4.8% | -2.8% | +7.6% | +5.2% |
| 30D | +6.5% | -14.3% | +20.8% | +8.7% |
| 3M | -9.6% | -19.0% | +9.4% | -7.3% |
| 6M | +12.3% | -24.4% | +36.7% | +15.9% |
| YTD | +9.5% | -3.2% | +12.7% | +7.4% |
| 1Y | +15.8% | +15.2% | +0.7% | +10.3% |
| 3Y | +157.0% | +127.6% | +29.4% | +107.2% |
| All | +147.4% | +107.3% | +40.1% | +90.8% |
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