+367.5%
ROIV vs COPX
+141.3%
+226.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.4% | +2.2% |
| 7D | +14.3% | +1.6% | +12.7% | +13.8% |
| 30D | +16.2% | -15.0% | +31.2% | +21.4% |
| 3M | +15.1% | -18.6% | +33.7% | +21.7% |
| 6M | +44.2% | -14.9% | +59.2% | +49.1% |
| YTD | +89.8% | +1.8% | +88.0% | +84.9% |
| 1Y | +94.6% | +19.7% | +74.9% | +81.0% |
| 3Y | +367.5% | +140.9% | +226.7% | +234.0% |
| All | +367.5% | +141.3% | +226.2% | +234.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling