+889.3%
ROL vs COPX
+200.8%
+688.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | -3.3% | +6.0% | -9.2% | -4.6% |
| 30D | -7.2% | +6.4% | -13.7% | -8.7% |
| 3M | -27.0% | +19.3% | -46.3% | -30.3% |
| 6M | -39.5% | +16.2% | -55.7% | -42.6% |
| YTD | -41.8% | +33.2% | -75.0% | -47.0% |
| 1Y | -38.9% | +90.2% | -129.1% | -49.4% |
| 3Y | -0.4% | +175.7% | -176.1% | -27.5% |
| 5Y | -4.2% | +193.1% | -197.3% | -33.7% |
| 10Y | +208.2% | +619.4% | -411.2% | +48.1% |
| All | +889.3% | +200.8% | +688.5% | +521.9% |
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