+250.7%
TQQQ vs COPX
+149.4%
+101.3%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.6% | +2.6% |
| 7D | -1.9% | -2.3% | +0.4% | -0.3% |
| 30D | -4.9% | +0.3% | -5.1% | -5.9% |
| 3M | -6.4% | +6.8% | -13.2% | -12.1% |
| 6M | +44.4% | +7.9% | +36.5% | +34.6% |
| YTD | +35.2% | +23.7% | +11.4% | +7.5% |
| 1Y | +49.5% | +71.5% | -22.0% | -12.8% |
| 3Y | +250.7% | +149.1% | +101.6% | +41.0% |
| All | +250.7% | +149.4% | +101.3% | +41.0% |
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