+302.0%
ROIV vs COPX
+281.0%
+21.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | +22.3% | +6.0% | +16.3% | +20.7% |
| 30D | +16.9% | +6.4% | +10.4% | +15.1% |
| 3M | +43.9% | +19.3% | +24.6% | +37.1% |
| 6M | +41.6% | +16.2% | +25.3% | +34.6% |
| YTD | +92.7% | +33.2% | +59.5% | +76.5% |
| 1Y | +210.2% | +90.2% | +119.9% | +159.1% |
| 3Y | +231.8% | +175.7% | +56.2% | +147.2% |
| 5Y | +319.8% | +193.1% | +126.7% | +211.3% |
| All | +302.0% | +281.0% | +21.0% | +198.1% |
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