+336.7%
COP vs ROK
+264.0%
+72.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +4.4% | +7.1% | -2.7% | +1.2% |
| 30D | 0.0% | -5.0% | +4.9% | +1.3% |
| 3M | +15.0% | -9.4% | +24.4% | +18.7% |
| 6M | +22.0% | -11.0% | +33.0% | +25.0% |
| YTD | +55.3% | +4.4% | +50.9% | +44.5% |
| 1Y | +64.1% | +7.4% | +56.7% | +50.1% |
| 3Y | +34.1% | +61.0% | -26.9% | -6.9% |
| 5Y | +133.4% | +30.4% | +103.0% | +75.1% |
| All | +336.7% | +264.0% | +72.7% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling