+44.6%
COP vs RL
+13.6%
+31.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -0.8% |
| 7D | +3.0% | -0.8% | +3.8% | +2.9% |
| 30D | +17.5% | -7.8% | +25.3% | +16.3% |
| 3M | +13.4% | -4.0% | +17.4% | +12.8% |
| 6M | +17.7% | -1.9% | +19.6% | +18.5% |
| YTD | +46.6% | -0.2% | +46.8% | +46.1% |
| 1Y | +44.6% | +10.7% | +33.9% | +38.6% |
| All | +44.6% | +13.6% | +31.0% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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