+60.7%
COP vs RDW
+9.7%
+51.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.9% | -0.2% | -5.1% |
| 7D | -8.1% | -14.3% | +6.2% | -8.1% |
| 30D | +6.7% | -26.0% | +32.6% | +6.8% |
| 3M | +16.9% | -27.4% | +44.3% | +16.9% |
| 6M | +11.2% | -10.6% | +21.8% | +7.7% |
| YTD | +49.5% | +1.6% | +47.9% | +40.3% |
| 1Y | +60.7% | +11.1% | +49.6% | +50.1% |
| All | +60.7% | +9.7% | +51.0% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 1y: compounded portfolio wealth divided by compounded RDW 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…
1y analysis · Full analysis span regression · 6 months rolling