+5,625.4%
COF vs ROK
+8,641.0%
-3,015.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.0% |
| 7D | -2.7% | +0.2% | -2.8% | -2.7% |
| 30D | -3.4% | -1.8% | -1.6% | -2.4% |
| 3M | +15.4% | -7.2% | +22.6% | +19.7% |
| 6M | +14.4% | +14.2% | +0.3% | +4.3% |
| YTD | -12.0% | +10.6% | -22.6% | -18.4% |
| 1Y | -3.7% | +25.9% | -29.7% | -17.6% |
| 3Y | +121.1% | +50.8% | +70.3% | +63.6% |
| 5Y | +47.8% | +47.0% | +0.8% | +7.7% |
| 10Y | +250.3% | +354.9% | -104.6% | +32.1% |
| All | +5,625.4% | +8,641.0% | -3,015.6% | +479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling