+329.9%
COP vs ROK
+265.6%
+64.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +3.4% | +6.1% | -2.7% | +0.7% |
| 30D | -0.6% | -6.5% | +5.9% | +1.5% |
| 3M | +10.8% | -10.2% | +20.9% | +14.8% |
| 6M | +19.6% | -10.6% | +30.3% | +22.4% |
| YTD | +52.9% | +4.9% | +48.0% | +42.0% |
| 1Y | +62.2% | +3.8% | +58.4% | +51.0% |
| 3Y | +32.4% | +63.5% | -31.1% | -8.8% |
| 5Y | +129.7% | +30.9% | +98.8% | +72.0% |
| All | +329.9% | +265.6% | +64.3% | +56.9% |
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