+34.1%
COP vs ROP
-5.1%
+39.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.5% |
| 7D | +4.4% | +0.7% | +3.7% | +4.3% |
| 30D | 0.0% | +28.8% | -28.8% | -4.4% |
| 3M | +15.0% | +21.1% | -6.0% | +10.9% |
| 6M | +22.0% | +52.5% | -30.5% | +12.3% |
| YTD | +55.3% | +8.9% | +46.5% | +53.4% |
| 1Y | +64.1% | +8.2% | +55.9% | +62.4% |
| 3Y | +34.1% | -5.2% | +39.2% | +38.6% |
| All | +34.1% | -5.1% | +39.2% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling