+52.4%
COP vs ROL
-37.3%
+89.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.1% | +0.7% |
| 7D | -0.8% | -3.4% | +2.6% | -0.7% |
| 30D | +15.6% | -6.9% | +22.5% | +16.0% |
| 3M | +14.3% | -24.6% | +38.9% | +16.1% |
| 6M | +17.0% | -39.5% | +56.5% | +20.1% |
| YTD | +47.4% | -41.1% | +88.5% | +51.6% |
| 1Y | +52.4% | -37.9% | +90.3% | +57.0% |
| All | +52.4% | -37.3% | +89.7% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling