+336.7%
COP vs RL
+337.1%
-0.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.9% |
| 7D | +4.4% | +2.6% | +1.8% | +3.5% |
| 30D | 0.0% | +2.9% | -3.0% | -1.4% |
| 3M | +15.0% | 0.0% | +15.0% | +14.2% |
| 6M | +22.0% | +17.1% | +4.9% | +13.6% |
| YTD | +55.3% | +10.1% | +45.2% | +45.4% |
| 1Y | +64.1% | +17.3% | +46.8% | +49.9% |
| 3Y | +34.1% | +249.3% | -215.3% | -21.4% |
| 5Y | +133.4% | +240.9% | -107.5% | +31.8% |
| All | +336.7% | +337.1% | -0.3% | +91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling