+20.8%
COP vs ROK
+48.7%
-27.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.7% |
| 7D | -0.8% | +2.8% | -3.6% | -1.2% |
| 30D | +15.6% | -2.4% | +18.0% | +15.9% |
| 3M | +14.3% | -4.7% | +19.0% | +14.6% |
| 6M | +17.0% | +16.8% | +0.2% | +11.7% |
| YTD | +47.4% | +11.4% | +36.1% | +42.0% |
| 1Y | +52.4% | +26.2% | +26.2% | +41.7% |
| 3Y | +20.8% | +51.9% | -31.0% | +4.0% |
| All | +20.8% | +48.7% | -27.8% | +4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling