+337.5%
COP vs ROP
+135.7%
+201.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.6% |
| 7D | +1.0% | -8.0% | +9.0% | +5.5% |
| 30D | +9.6% | -2.7% | +12.3% | +10.9% |
| 3M | +15.0% | +16.6% | -1.6% | +4.3% |
| 6M | +21.8% | +10.4% | +11.4% | +13.4% |
| YTD | +49.6% | -12.1% | +61.7% | +57.4% |
| 1Y | +49.9% | -23.6% | +73.5% | +71.0% |
| 3Y | +22.6% | -19.3% | +41.9% | +31.5% |
| 5Y | +193.6% | -15.4% | +209.0% | +194.9% |
| All | +337.5% | +135.7% | +201.9% | +124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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