+27.6%
SOLS vs COPX
+47.7%
-20.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -7.0% | +4.3% | +0.3% |
| 7D | +0.3% | -2.9% | +3.2% | +1.4% |
| 30D | +0.9% | 0.0% | +0.8% | +0.2% |
| 3M | -20.7% | +14.8% | -35.5% | -26.5% |
| 6M | -17.7% | +7.0% | -24.7% | -23.0% |
| YTD | +27.1% | +23.8% | +3.3% | +11.7% |
| All | +27.6% | +47.7% | -20.1% | +1.8% |
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