+228.3%
UL vs COPX
+200.8%
+27.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.8% |
| 7D | -3.2% | +6.0% | -9.2% | -4.3% |
| 30D | -0.6% | +6.4% | -7.0% | -1.8% |
| 3M | +9.4% | +19.3% | -9.8% | +5.3% |
| 6M | -4.1% | +16.2% | -20.4% | -8.1% |
| YTD | -2.0% | +33.2% | -35.1% | -9.1% |
| 1Y | -9.0% | +90.2% | -99.2% | -21.8% |
| 3Y | +21.8% | +175.7% | -153.9% | -5.5% |
| 5Y | +20.6% | +193.1% | -172.5% | -10.1% |
| 10Y | +67.7% | +619.4% | -551.7% | -8.0% |
| All | +228.3% | +200.8% | +27.5% | +118.0% |
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 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