+62.2%
COP vs ROL
-34.6%
+96.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.6% |
| 7D | +3.4% | -1.7% | +5.1% | +3.4% |
| 30D | -0.6% | +18.5% | -19.1% | -1.2% |
| 3M | +10.8% | +4.3% | +6.4% | +10.7% |
| 6M | +19.6% | -27.7% | +47.3% | +23.0% |
| YTD | +52.9% | -35.8% | +88.7% | +58.3% |
| 1Y | +62.2% | -34.1% | +96.3% | +67.8% |
| All | +62.2% | -34.6% | +96.8% | +67.8% |
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