+205.1%
ROL vs COPX
+584.4%
-379.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.0% | +1.2% |
| 7D | -3.2% | -2.9% | -0.3% | -2.9% |
| 30D | -6.6% | 0.0% | -6.6% | -6.8% |
| 3M | -27.3% | +14.8% | -42.1% | -29.3% |
| 6M | -38.1% | +7.0% | -45.1% | -39.6% |
| YTD | -41.8% | +23.8% | -65.6% | -45.1% |
| 1Y | -37.8% | +75.7% | -113.5% | -45.4% |
| 3Y | -0.3% | +156.4% | -156.7% | -21.4% |
| 5Y | -5.1% | +167.6% | -172.6% | -27.8% |
| All | +205.1% | +584.4% | -379.3% | +67.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling