+337.5%
COP vs ROK
+350.4%
-12.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.9% |
| 7D | +1.0% | -1.6% | +2.6% | +1.7% |
| 30D | +9.6% | -5.4% | +15.0% | +12.2% |
| 3M | +15.0% | -4.0% | +19.0% | +15.6% |
| 6M | +21.8% | +13.3% | +8.4% | +11.0% |
| YTD | +49.6% | +9.3% | +40.3% | +38.0% |
| 1Y | +49.9% | +25.8% | +24.1% | +28.0% |
| 3Y | +22.6% | +49.1% | -26.5% | -9.5% |
| 5Y | +193.6% | +45.9% | +147.8% | +107.4% |
| All | +337.5% | +350.4% | -12.9% | +59.3% |
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