+426.6%
SO vs COPX
+198.0%
+228.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.6% |
| 7D | +1.0% | +5.8% | -4.7% | +0.4% |
| 30D | -3.2% | +7.2% | -10.4% | -4.0% |
| 3M | -1.7% | +16.5% | -18.2% | -3.6% |
| 6M | -7.2% | +18.4% | -25.6% | -9.6% |
| YTD | +4.6% | +31.9% | -27.4% | +0.2% |
| 1Y | +1.2% | +88.5% | -87.3% | -7.3% |
| 3Y | +45.3% | +173.1% | -127.8% | +25.0% |
| 5Y | +58.7% | +193.1% | -134.4% | +33.3% |
| 10Y | +155.9% | +591.7% | -435.8% | +79.5% |
| All | +426.6% | +198.0% | +228.6% | +290.8% |
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 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