+207.7%
ROIV vs COPX
+85.9%
+121.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +4.1% | +14.6% | +17.7% |
| 7D | +20.2% | +5.8% | +14.4% | +18.7% |
| 30D | +14.1% | +7.2% | +6.9% | +12.3% |
| 3M | +45.6% | +16.5% | +29.1% | +39.6% |
| 6M | +44.1% | +18.4% | +25.7% | +36.2% |
| YTD | +91.2% | +31.9% | +59.2% | +81.8% |
| All | +207.7% | +85.9% | +121.8% | +211.3% |
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