+877.2%
ROK vs COPX
+200.8%
+676.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.7% | -1.1% |
| 7D | +0.2% | +6.0% | -5.8% | -2.5% |
| 30D | -1.8% | +6.4% | -8.2% | -4.8% |
| 3M | -7.2% | +19.3% | -26.5% | -15.4% |
| 6M | +14.2% | +16.2% | -2.1% | +3.9% |
| YTD | +10.6% | +33.2% | -22.6% | -6.7% |
| 1Y | +25.9% | +90.2% | -64.3% | -10.8% |
| 3Y | +50.8% | +175.7% | -124.9% | -14.5% |
| 5Y | +47.0% | +193.1% | -146.1% | -22.7% |
| 10Y | +354.9% | +619.4% | -264.5% | +35.5% |
| All | +877.2% | +200.8% | +676.4% | +332.0% |
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 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