-25.6%
ROL vs COPX
-23.3%
-2.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.5% | +5.1% | +2.2% |
| 7D | +3.0% | -2.8% | +5.8% | +2.6% |
| 30D | +19.8% | -14.3% | +34.1% | +17.1% |
| 3M | +7.9% | -19.0% | +26.9% | +4.8% |
| 6M | -25.6% | -24.4% | -1.2% | -28.0% |
| All | -25.6% | -23.3% | -2.3% | -28.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling