+4,407.0%
COP vs ROP
+25,523.2%
-21,116.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.6% | +2.5% | -0.1% |
| 7D | +3.0% | -4.4% | +7.4% | +4.2% |
| 30D | +17.5% | +3.2% | +14.3% | +16.4% |
| 3M | +13.4% | +23.1% | -9.7% | +6.9% |
| 6M | +17.7% | +13.3% | +4.4% | +13.2% |
| YTD | +46.6% | -7.9% | +54.4% | +48.2% |
| 1Y | +44.6% | -22.1% | +66.7% | +52.5% |
| 3Y | +20.7% | -16.8% | +37.5% | +24.4% |
| 5Y | +185.0% | -13.5% | +198.6% | +188.3% |
| 10Y | +347.0% | +137.7% | +209.3% | +260.6% |
| All | +4,407.0% | +25,523.2% | -21,116.2% | +2,546.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling