-0.4%
ROL vs COPX
+168.3%
-168.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.2% |
| 7D | -3.3% | +6.0% | -9.2% | -3.4% |
| 30D | -7.2% | +6.4% | -13.7% | -7.4% |
| 3M | -27.0% | +19.3% | -46.3% | -27.3% |
| 6M | -39.5% | +16.2% | -55.7% | -39.9% |
| YTD | -41.8% | +33.2% | -75.0% | -42.8% |
| 1Y | -38.9% | +90.2% | -129.1% | -41.5% |
| All | -0.4% | +168.3% | -168.8% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling