+707.1%
XBI vs COPX
+179.8%
+527.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -7.0% | +5.4% | +1.0% |
| 7D | -4.6% | -2.9% | -1.7% | -3.7% |
| 30D | -0.8% | 0.0% | -0.8% | -1.0% |
| 3M | +21.8% | +14.8% | +7.0% | +14.6% |
| 6M | +23.2% | +7.0% | +16.1% | +17.6% |
| YTD | +28.7% | +23.8% | +4.9% | +15.0% |
| 1Y | +67.8% | +75.7% | -7.9% | +30.5% |
| 3Y | +100.6% | +156.4% | -55.7% | +30.5% |
| 5Y | +19.8% | +167.6% | -147.8% | -25.7% |
| 10Y | +159.7% | +569.1% | -409.4% | +4.5% |
| All | +707.1% | +179.8% | +527.3% | +314.3% |
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