+52.4%
COP vs ROP
-23.1%
+75.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +0.6% |
| 7D | -0.8% | -5.4% | +4.6% | -0.7% |
| 30D | +15.6% | -1.6% | +17.2% | +15.6% |
| 3M | +14.3% | +18.8% | -4.5% | +13.7% |
| 6M | +17.0% | +8.2% | +8.8% | +16.2% |
| YTD | +47.4% | -10.5% | +57.9% | +41.7% |
| 1Y | +52.4% | -23.7% | +76.2% | +42.7% |
| All | +52.4% | -23.1% | +75.5% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling