+425.0%
XRT vs COPX
+118.6%
+306.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.3% |
| 7D | +1.7% | -2.8% | +4.6% | +2.7% |
| 30D | +7.5% | -14.3% | +21.8% | +12.8% |
| 3M | +2.2% | -19.0% | +21.2% | +8.7% |
| 6M | +14.7% | -24.4% | +39.1% | +23.2% |
| YTD | +7.5% | -3.2% | +10.7% | +3.8% |
| 1Y | +14.1% | +15.2% | -1.0% | +3.3% |
| 3Y | +58.8% | +127.6% | -68.9% | +8.9% |
| 5Y | -3.9% | +106.0% | -109.9% | -33.4% |
| 10Y | +137.7% | +313.7% | -176.0% | +17.8% |
| All | +425.0% | +118.6% | +306.5% | +203.9% |
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