+19.5%
UL vs COPX
+149.6%
-130.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.6% | -1.1% |
| 7D | -4.1% | -2.9% | -1.2% | -4.0% |
| 30D | -1.2% | 0.0% | -1.2% | -1.2% |
| 3M | +6.0% | +14.8% | -8.8% | +5.3% |
| 6M | -5.5% | +7.0% | -12.5% | -6.0% |
| YTD | -3.3% | +23.8% | -27.2% | -4.7% |
| 1Y | -9.8% | +75.7% | -85.5% | -13.2% |
| All | +19.5% | +149.6% | -130.1% | +9.6% |
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