+4,492.0%
COP vs ROST
+70,186.3%
-65,694.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +3.0% | +0.9% | +2.1% | +2.9% |
| 30D | +17.5% | -8.9% | +26.4% | +19.0% |
| 3M | +13.4% | -0.8% | +14.2% | +13.3% |
| 6M | +17.7% | +8.5% | +9.3% | +15.8% |
| YTD | +46.6% | +28.6% | +18.0% | +40.4% |
| 1Y | +44.6% | +52.3% | -7.7% | +35.0% |
| 3Y | +20.7% | +94.8% | -74.1% | +7.8% |
| 5Y | +185.0% | +110.8% | +74.3% | +147.9% |
| 10Y | +347.0% | +304.5% | +42.5% | +260.9% |
| All | +4,492.0% | +70,186.3% | -65,694.3% | +2,991.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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