+4,492.0%
COP vs ROK
+15,847.2%
-11,355.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -1.5% |
| 7D | +3.0% | +0.7% | +2.3% | +2.7% |
| 30D | +17.5% | -3.3% | +20.8% | +18.8% |
| 3M | +13.4% | -5.9% | +19.2% | +14.7% |
| 6M | +17.7% | +13.9% | +3.9% | +9.9% |
| YTD | +46.6% | +12.6% | +34.0% | +36.9% |
| 1Y | +44.6% | +28.6% | +16.0% | +28.2% |
| 3Y | +20.7% | +45.1% | -24.4% | -1.1% |
| 5Y | +185.0% | +45.6% | +139.5% | +126.1% |
| 10Y | +347.0% | +345.0% | +2.0% | +140.3% |
| All | +4,492.0% | +15,847.2% | -11,355.3% | +993.9% |
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 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