+1,772.2%
ROST vs COPX
+200.8%
+1,571.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.0% |
| 7D | -2.2% | +6.0% | -8.2% | -3.7% |
| 30D | -11.4% | +6.4% | -17.9% | -13.0% |
| 3M | -1.6% | +19.3% | -20.9% | -6.8% |
| 6M | +6.8% | +16.2% | -9.4% | +0.8% |
| YTD | +25.8% | +33.2% | -7.4% | +13.4% |
| 1Y | +52.4% | +90.2% | -37.8% | +23.8% |
| 3Y | +94.4% | +175.7% | -81.3% | +37.8% |
| 5Y | +108.2% | +193.1% | -84.9% | +41.4% |
| 10Y | +308.5% | +619.4% | -310.9% | +106.6% |
| All | +1,772.2% | +200.8% | +1,571.4% | +978.3% |
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