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  • ROL vs COPX✓SelectedUSD · COPXROL vs COPX performance historyLatest closeAs of+0.06%09/10
Stock and ETF performance explorer

ROL vs COPX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+889.9%
COPX return
+179.8%
Excess return
+710.1%
Maximum drawdown
-46.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-10.

Portfolio and benchmark returns by period
PeriodPortfolioCOPXExcessAlpha
1D+0.1%-7.0%+7.0%+1.6%
7D-3.2%-2.9%-0.3%-2.7%
30D-6.6%0.0%-6.6%-6.9%
3M-27.3%+14.8%-42.1%-30.1%
6M-38.1%+7.0%-45.1%-40.2%
YTD-41.8%+23.8%-65.6%-46.2%
1Y-37.8%+75.7%-113.5%-47.6%
3Y-0.3%+156.4%-156.7%-26.4%
5Y-5.1%+167.6%-172.6%-32.9%
10Y+208.4%+569.1%-360.8%+50.4%
All+889.9%+179.8%+710.1%+531.8%

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 1990-01-01 to 2026-09-10: 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…

1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling