+129.7%
ROP vs COPX
+583.8%
-454.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -4.6% | -2.3% | -2.3% | -4.2% |
| 30D | -1.7% | +0.3% | -2.0% | -2.0% |
| 3M | +17.1% | +6.8% | +10.2% | +14.5% |
| 6M | +10.9% | +7.9% | +2.9% | +6.7% |
| YTD | -12.1% | +23.7% | -35.8% | -19.5% |
| 1Y | -24.2% | +71.5% | -95.8% | -37.0% |
| 3Y | -20.4% | +149.1% | -169.5% | -42.7% |
| 5Y | -15.4% | +167.3% | -182.7% | -42.7% |
| All | +129.7% | +583.8% | -454.1% | -6.1% |
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