+340.2%
COP vs RL
+297.6%
+42.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +2.2% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +11.7% | -17.5% | +29.2% | +18.5% |
| 3M | +17.7% | -14.0% | +31.7% | +22.4% |
| 6M | +18.3% | -2.0% | +20.3% | +15.9% |
| YTD | +49.1% | -4.6% | +53.7% | +46.8% |
| 1Y | +53.3% | +9.5% | +43.8% | +43.3% |
| 3Y | +22.2% | +200.5% | -178.3% | -24.5% |
| 5Y | +193.3% | +226.3% | -33.0% | +66.2% |
| 10Y | +340.2% | +304.8% | +35.5% | +109.3% |
| All | +340.2% | +297.6% | +42.6% | +109.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling