+119.9%
XRT vs COPX
+584.4%
-464.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | +1.6% |
| 7D | -3.6% | -2.9% | -0.7% | -2.8% |
| 30D | -6.7% | 0.0% | -6.7% | -7.1% |
| 3M | -1.4% | +14.8% | -16.2% | -7.3% |
| 6M | +1.7% | +7.0% | -5.3% | -3.3% |
| YTD | -1.5% | +23.8% | -25.3% | -12.7% |
| 1Y | -2.5% | +75.7% | -78.2% | -25.1% |
| 3Y | +39.9% | +156.4% | -116.5% | -10.7% |
| 5Y | -2.6% | +167.6% | -170.2% | -40.9% |
| All | +119.9% | +584.4% | -464.5% | -18.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling