+325.1%
COP vs ROL
+203.4%
+121.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +1.2% |
| 7D | -0.8% | -3.4% | +2.6% | 0.0% |
| 30D | +15.6% | -6.9% | +22.5% | +17.7% |
| 3M | +14.3% | -24.6% | +38.9% | +22.8% |
| 6M | +17.0% | -39.5% | +56.5% | +33.1% |
| YTD | +47.4% | -41.1% | +88.5% | +68.5% |
| 1Y | +52.4% | -37.9% | +90.3% | +71.1% |
| 3Y | +20.8% | +0.8% | +20.0% | +14.7% |
| 5Y | +191.7% | -4.7% | +196.4% | +175.4% |
| 10Y | +325.1% | +207.9% | +117.2% | +127.6% |
| All | +325.1% | +203.4% | +121.7% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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