+519.9%
RVMD vs COPX
+149.4%
+370.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -3.0% | -2.3% | -0.6% | -2.4% |
| 30D | -0.7% | +0.3% | -1.0% | -1.0% |
| 3M | +36.5% | +6.8% | +29.7% | +33.2% |
| 6M | +104.6% | +7.9% | +96.7% | +97.0% |
| YTD | +155.8% | +23.7% | +132.1% | +129.8% |
| 1Y | +340.7% | +71.5% | +269.1% | +244.6% |
| 3Y | +519.9% | +149.1% | +370.8% | +243.5% |
| All | +519.9% | +149.4% | +370.6% | +243.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling