+284.5%
ROIV vs COPX
+184.0%
+100.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.2% | -3.6% |
| 7D | +9.2% | +1.1% | +8.1% | +8.9% |
| 30D | +19.9% | -15.9% | +35.8% | +25.1% |
| 3M | +10.6% | -19.6% | +30.2% | +16.7% |
| 6M | +36.1% | -21.5% | +57.6% | +43.3% |
| YTD | +84.3% | -0.8% | +85.0% | +81.6% |
| 1Y | +87.6% | +15.2% | +72.4% | +78.0% |
| 3Y | +353.9% | +134.7% | +219.2% | +253.5% |
| 5Y | +376.1% | +111.3% | +264.8% | +280.2% |
| All | +284.5% | +184.0% | +100.5% | +206.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling