+123.0%
XRT vs COPX
+583.8%
-460.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -3.2% | -2.3% | -0.8% | -2.6% |
| 30D | -4.5% | +0.3% | -4.8% | -5.0% |
| 3M | -3.1% | +6.8% | -9.9% | -6.4% |
| 6M | +4.2% | +7.9% | -3.7% | -1.2% |
| YTD | -0.1% | +23.7% | -23.8% | -11.4% |
| 1Y | -3.0% | +71.5% | -74.6% | -24.8% |
| 3Y | +41.8% | +149.1% | -107.3% | -8.5% |
| 5Y | -1.3% | +167.3% | -168.6% | -40.1% |
| All | +123.0% | +583.8% | -460.8% | -17.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling