+307.9%
COP vs ROIV
+276.5%
+31.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.6% |
| 7D | +4.4% | +1.7% | +2.7% | +4.3% |
| 30D | 0.0% | +17.6% | -17.6% | -0.6% |
| 3M | +15.0% | +9.0% | +6.1% | +14.5% |
| 6M | +22.0% | +35.3% | -13.3% | +20.3% |
| YTD | +55.3% | +82.2% | -26.8% | +50.6% |
| 1Y | +64.1% | +92.3% | -28.1% | +58.6% |
| 3Y | +34.1% | +336.8% | -302.7% | +24.1% |
| 5Y | +133.4% | +370.6% | -237.2% | +107.1% |
| All | +307.9% | +276.5% | +31.4% | +244.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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