+235.9%
ROIV vs COPX
+262.6%
-26.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.2% | +1.7% |
| 7D | +0.6% | -4.0% | +4.6% | +1.6% |
| 30D | +1.0% | +4.5% | -3.6% | -0.3% |
| 3M | +18.3% | +0.8% | +17.5% | +17.2% |
| 6M | +18.3% | +3.2% | +15.1% | +15.7% |
| YTD | +61.0% | +26.7% | +34.3% | +49.1% |
| 1Y | +177.9% | +85.7% | +92.2% | +133.3% |
| 3Y | +199.1% | +151.2% | +47.9% | +127.5% |
| 5Y | +250.7% | +170.0% | +80.7% | +163.2% |
| All | +235.9% | +262.6% | -26.7% | +151.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling