+4,560.7%
COP vs ROL
+9,562.4%
-5,001.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.1% |
| 7D | -11.5% | +9.5% | -21.0% | -13.7% |
| 30D | +5.0% | +22.9% | -18.0% | -0.7% |
| 3M | +17.5% | +3.5% | +13.9% | +15.8% |
| 6M | +16.2% | -29.4% | +45.6% | +25.9% |
| YTD | +48.8% | -36.1% | +84.8% | +64.7% |
| 1Y | +64.1% | -34.4% | +98.5% | +80.4% |
| 3Y | +25.7% | +4.0% | +21.7% | +20.6% |
| 5Y | +114.4% | +13.2% | +101.1% | +97.9% |
| 10Y | +331.7% | +219.7% | +112.0% | +194.7% |
| All | +4,560.7% | +9,562.4% | -5,001.7% | +1,667.4% |
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