-22.1%
ROP vs COPX
+84.7%
-106.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -2.9% | -3.6% |
| 7D | -4.4% | -4.0% | -0.5% | -4.9% |
| 30D | +3.2% | +4.5% | -1.3% | +3.8% |
| 3M | +23.1% | +0.8% | +22.2% | +24.5% |
| 6M | +13.3% | +3.2% | +10.1% | +15.3% |
| YTD | -7.9% | +26.7% | -34.6% | -6.8% |
| 1Y | -22.1% | +85.7% | -107.7% | -22.5% |
| All | -22.1% | +84.7% | -106.7% | -22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling