+4,690.3%
COP vs ROK
+14,758.7%
-10,068.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +3.4% | +6.1% | -2.7% | +1.2% |
| 30D | -0.6% | -6.5% | +5.9% | +1.1% |
| 3M | +10.8% | -10.2% | +20.9% | +14.0% |
| 6M | +19.6% | -10.6% | +30.3% | +22.0% |
| YTD | +52.9% | +4.9% | +48.0% | +45.2% |
| 1Y | +62.2% | +3.8% | +58.4% | +54.4% |
| 3Y | +32.4% | +63.5% | -31.1% | +3.1% |
| 5Y | +129.7% | +30.9% | +98.8% | +88.3% |
| 10Y | +331.8% | +266.4% | +65.4% | +146.2% |
| All | +4,690.3% | +14,758.7% | -10,068.4% | +1,060.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling