+1.3%
ROP vs COPX
+113.6%
-112.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | -2.7% | +1.1% | -3.8% | -2.8% |
| 30D | +29.7% | -15.9% | +45.6% | +31.1% |
| 3M | +21.2% | -19.6% | +40.8% | +22.9% |
| 6M | +48.3% | -21.5% | +69.8% | +50.4% |
| YTD | +8.4% | -0.8% | +9.1% | +5.1% |
| 1Y | +6.0% | +15.2% | -9.2% | +0.1% |
| 3Y | -5.6% | +134.7% | -140.3% | -24.5% |
| 5Y | +1.3% | +111.3% | -110.0% | -18.7% |
| All | +1.3% | +113.6% | -112.3% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling