+453.8%
SO vs COPX
+118.6%
+335.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.5% |
| 7D | +1.4% | -2.8% | +4.2% | +1.6% |
| 30D | +4.7% | -14.3% | +19.1% | +6.2% |
| 3M | +1.7% | -19.0% | +20.7% | +3.6% |
| 6M | +2.2% | -24.4% | +26.6% | +4.4% |
| YTD | +10.0% | -3.2% | +13.2% | +8.6% |
| 1Y | +6.0% | +15.2% | -9.1% | +2.5% |
| 3Y | +54.1% | +127.6% | -73.5% | +34.5% |
| 5Y | +79.6% | +106.0% | -26.4% | +56.6% |
| 10Y | +195.5% | +313.7% | -118.2% | +117.6% |
| All | +453.8% | +118.6% | +335.2% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling