+298.3%
COP vs ROL
+222.1%
+76.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.8% |
| 7D | -8.4% | +7.5% | -15.9% | -10.1% |
| 30D | +0.3% | +21.1% | -20.9% | -4.7% |
| 3M | +15.1% | +3.1% | +11.9% | +13.7% |
| 6M | +19.8% | -27.4% | +47.2% | +29.4% |
| YTD | +46.8% | -34.7% | +81.5% | +62.5% |
| 1Y | +59.7% | -32.9% | +92.7% | +75.4% |
| 3Y | +28.7% | +6.1% | +22.6% | +20.8% |
| 5Y | +110.7% | +16.3% | +94.4% | +87.2% |
| 10Y | +298.3% | +214.9% | +83.4% | +132.9% |
| All | +298.3% | +222.1% | +76.2% | +132.9% |
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