+4,414.1%
COP vs ROP
+29,647.0%
-25,232.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -8.4% | -1.6% | -6.8% | -8.1% |
| 30D | +0.3% | +29.5% | -29.3% | -6.6% |
| 3M | +15.1% | +17.5% | -2.4% | +9.9% |
| 6M | +19.8% | +38.1% | -18.3% | +9.1% |
| YTD | +46.8% | +7.0% | +39.8% | +42.2% |
| 1Y | +59.7% | +6.5% | +53.2% | +54.9% |
| 3Y | +28.7% | -5.5% | +34.2% | +28.0% |
| 5Y | +110.7% | -0.4% | +111.1% | +104.8% |
| 10Y | +298.3% | +183.6% | +114.7% | +206.1% |
| All | +4,414.1% | +29,647.0% | -25,232.9% | +2,440.7% |
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