+92.4%
ROIV vs COPX
+31.7%
+60.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +4.0% | +2.1% | +4.9% |
| 7D | +3.0% | -3.0% | +6.0% | +3.8% |
| 30D | +6.8% | -13.6% | +20.5% | +11.2% |
| 3M | +10.5% | -11.2% | +21.8% | +14.4% |
| 6M | +34.8% | -2.4% | +37.2% | +33.6% |
| YTD | +76.2% | +4.2% | +72.0% | +74.0% |
| 1Y | +92.4% | +32.2% | +60.2% | +74.6% |
| All | +92.4% | +31.7% | +60.7% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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