+818.4%
VOO vs COPX
+225.5%
+592.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -0.4% | +6.0% | -6.3% | -2.1% |
| 30D | -1.4% | +6.4% | -7.8% | -3.4% |
| 3M | +3.7% | +19.3% | -15.6% | -2.5% |
| 6M | +13.0% | +16.2% | -3.2% | +6.1% |
| YTD | +12.4% | +33.2% | -20.7% | 0.0% |
| 1Y | +18.6% | +90.2% | -71.6% | -6.3% |
| 3Y | +78.1% | +175.7% | -97.6% | +21.1% |
| 5Y | +82.3% | +193.1% | -110.9% | +18.0% |
| 10Y | +322.5% | +619.4% | -296.9% | +88.1% |
| All | +818.4% | +225.5% | +592.9% | +392.9% |
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