+25.2%
COP vs RDW
+241.5%
-216.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | +2.3% | +0.9% | +1.4% | +2.3% |
| 30D | +8.6% | -21.3% | +29.9% | +9.4% |
| 3M | +19.9% | -37.9% | +57.7% | +21.6% |
| 6M | +19.0% | +12.3% | +6.8% | +16.0% |
| YTD | +50.0% | +39.7% | +10.2% | +43.3% |
| 1Y | +50.5% | +25.7% | +24.8% | +43.7% |
| 3Y | +25.2% | +230.8% | -205.6% | +6.7% |
| All | +25.2% | +241.5% | -216.3% | +6.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling