+193.3%
COP vs ROK
+45.0%
+148.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +11.7% | -1.8% | +13.5% | +12.1% |
| 3M | +17.7% | -7.2% | +24.9% | +18.8% |
| 6M | +18.3% | +14.2% | +4.2% | +12.9% |
| YTD | +49.1% | +10.6% | +38.5% | +43.0% |
| 1Y | +53.3% | +25.9% | +27.4% | +41.6% |
| 3Y | +22.2% | +50.8% | -28.6% | +4.3% |
| 5Y | +193.3% | +47.0% | +146.3% | +135.7% |
| All | +193.3% | +45.0% | +148.3% | +135.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling