+32.1%
SOLS vs COPX
+51.1%
-19.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.5% | +4.1% |
| 7D | +0.3% | -4.0% | +4.3% | +2.0% |
| 30D | +2.1% | +4.5% | -2.4% | -0.5% |
| 3M | -24.1% | +0.8% | -25.0% | -25.6% |
| 6M | -15.0% | +3.2% | -18.1% | -19.8% |
| YTD | +31.6% | +26.7% | +4.9% | +14.6% |
| All | +32.1% | +51.1% | -19.0% | +4.5% |
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 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