-5.1%
COF vs ROK
+25.3%
-30.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | +0.7% | 0.0% | +0.7% | +0.7% |
| 30D | +5.7% | -2.5% | +8.2% | +6.8% |
| 3M | -6.7% | 0.0% | -6.7% | -6.9% |
| 6M | +9.5% | +11.6% | -2.1% | +1.0% |
| YTD | -13.9% | +15.2% | -29.1% | -21.9% |
| 1Y | -5.1% | +25.0% | -30.1% | -17.8% |
| All | -5.1% | +25.3% | -30.3% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling