+72.4%
UBER vs COPX
+417.8%
-345.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -5.4% | -2.3% | -3.0% | -4.8% |
| 30D | -4.9% | +0.3% | -5.2% | -5.5% |
| 3M | +3.0% | +6.8% | -3.8% | -1.5% |
| 6M | -4.4% | +7.9% | -12.4% | -10.9% |
| YTD | -12.3% | +23.7% | -36.0% | -25.2% |
| 1Y | -24.3% | +71.5% | -95.8% | -45.7% |
| 3Y | +46.4% | +149.1% | -102.7% | -17.8% |
| 5Y | +79.7% | +167.3% | -87.7% | -6.6% |
| All | +72.4% | +417.8% | -345.4% | -50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling