+335.4%
COP vs RL
+311.4%
+24.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | -0.8% | +1.9% | -2.7% | -1.5% |
| 30D | +15.6% | -12.2% | +27.8% | +20.3% |
| 3M | +14.3% | -6.6% | +21.0% | +15.8% |
| 6M | +17.0% | +3.2% | +13.8% | +12.7% |
| YTD | +47.4% | -1.3% | +48.7% | +43.8% |
| 1Y | +52.4% | +13.6% | +38.8% | +40.8% |
| 3Y | +20.8% | +210.9% | -190.1% | -26.1% |
| 5Y | +191.7% | +246.9% | -55.2% | +61.7% |
| All | +335.4% | +311.4% | +24.1% | +104.9% |
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