+4,492.0%
COP vs ROL
+9,030.3%
-4,538.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | +3.0% | -1.4% | +4.4% | +3.4% |
| 30D | +17.5% | -4.1% | +21.6% | +18.7% |
| 3M | +13.4% | -22.5% | +35.9% | +20.6% |
| 6M | +17.7% | -37.7% | +55.4% | +32.2% |
| YTD | +46.6% | -39.6% | +86.2% | +65.5% |
| 1Y | +44.6% | -36.0% | +80.6% | +60.4% |
| 3Y | +20.7% | -5.1% | +25.8% | +18.9% |
| 5Y | +185.0% | -3.4% | +188.4% | +174.8% |
| 10Y | +347.0% | +215.2% | +131.7% | +207.6% |
| All | +4,492.0% | +9,030.3% | -4,538.3% | +1,675.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling