+241.0%
RVMD vs COPX
+31.7%
+209.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.0% | -1.2% | +2.2% |
| 7D | +5.8% | -3.0% | +8.8% | +6.3% |
| 30D | -3.8% | -13.6% | +9.8% | -1.8% |
| 3M | +3.2% | -11.2% | +14.5% | +5.0% |
| 6M | +35.0% | -2.4% | +37.4% | +35.9% |
| YTD | +150.7% | +4.2% | +146.5% | +160.4% |
| 1Y | +241.0% | +32.2% | +208.8% | +229.7% |
| All | +241.0% | +31.7% | +209.2% | +229.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling