+605.1%
RVMD vs COPX
+442.6%
+162.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | -2.3% | -0.6% | -2.2% |
| 30D | -0.7% | +0.3% | -1.0% | -1.2% |
| 3M | +36.5% | +6.8% | +29.7% | +31.8% |
| 6M | +104.6% | +7.9% | +96.7% | +93.9% |
| YTD | +155.8% | +23.7% | +132.1% | +123.6% |
| 1Y | +340.7% | +71.5% | +269.1% | +230.4% |
| 3Y | +519.9% | +149.1% | +370.8% | +275.5% |
| 5Y | +584.9% | +167.3% | +417.6% | +292.0% |
| All | +605.1% | +442.6% | +162.5% | +131.4% |
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