+60.7%
COP vs ROK
+25.3%
+35.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.6% | -4.6% | -5.3% |
| 7D | -8.1% | 0.0% | -8.1% | -8.1% |
| 30D | +6.7% | -2.5% | +9.1% | +6.2% |
| 3M | +16.9% | 0.0% | +16.9% | +17.1% |
| 6M | +11.2% | +11.6% | -0.4% | +13.1% |
| YTD | +49.5% | +15.2% | +34.3% | +54.4% |
| 1Y | +60.7% | +25.0% | +35.7% | +67.0% |
| All | +60.7% | +25.3% | +35.4% | +67.0% |
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