+114.6%
ROST vs COPX
+163.4%
-48.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.4% |
| 7D | +0.2% | -2.3% | +2.6% | +0.6% |
| 30D | -6.9% | +0.3% | -7.1% | -7.1% |
| 3M | -3.3% | +6.8% | -10.1% | -5.2% |
| 6M | +9.0% | +7.9% | +1.1% | +5.6% |
| YTD | +28.9% | +23.7% | +5.1% | +19.7% |
| 1Y | +54.0% | +71.5% | -17.6% | +31.3% |
| 3Y | +100.7% | +149.1% | -48.4% | +50.0% |
| All | +114.6% | +163.4% | -48.7% | +53.4% |
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 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