+32.0%
COP vs RL
+254.6%
-222.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.7% |
| 7D | +3.4% | +2.4% | +1.0% | +3.2% |
| 30D | -0.6% | +4.6% | -5.2% | -1.1% |
| 3M | +10.8% | -1.1% | +11.9% | +10.8% |
| 6M | +19.6% | +16.5% | +3.1% | +16.6% |
| YTD | +52.9% | +11.4% | +41.5% | +48.9% |
| 1Y | +62.2% | +16.1% | +46.1% | +56.1% |
| All | +32.0% | +254.6% | -222.7% | +2.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling