+765.8%
ROP vs COPX
+118.6%
+647.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.5% | +2.9% | +1.1% |
| 7D | +0.7% | -2.8% | +3.5% | +1.4% |
| 30D | +28.8% | -14.3% | +43.1% | +33.5% |
| 3M | +21.1% | -19.0% | +40.1% | +26.8% |
| 6M | +52.5% | -24.4% | +77.0% | +60.5% |
| YTD | +8.9% | -3.2% | +12.1% | +3.7% |
| 1Y | +8.2% | +15.2% | -6.9% | -2.6% |
| 3Y | -5.2% | +127.6% | -132.8% | -34.5% |
| 5Y | +1.7% | +106.0% | -104.3% | -30.1% |
| 10Y | +185.4% | +313.7% | -128.3% | +35.8% |
| All | +765.8% | +118.6% | +647.3% | +386.4% |
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