+47.5%
ROK vs COPX
+163.4%
-115.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | -1.2% | -2.3% | +1.1% | -0.6% |
| 30D | -4.8% | +0.3% | -5.1% | -5.2% |
| 3M | -6.1% | +6.8% | -12.9% | -9.0% |
| 6M | +15.5% | +7.9% | +7.5% | +10.4% |
| YTD | +11.2% | +23.7% | -12.6% | +0.3% |
| 1Y | +23.8% | +71.5% | -47.7% | -1.1% |
| 3Y | +53.1% | +149.1% | -96.0% | +2.8% |
| All | +47.5% | +163.4% | -115.9% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling