+186.4%
COP vs RL
+238.1%
-51.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.0% | -3.1% | -1.4% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | +17.5% | -7.8% | +25.3% | +19.2% |
| 3M | +13.4% | -4.0% | +17.4% | +13.6% |
| 6M | +17.7% | -1.9% | +19.6% | +16.4% |
| YTD | +46.6% | -0.2% | +46.8% | +44.0% |
| 1Y | +44.6% | +10.7% | +33.9% | +38.0% |
| 3Y | +20.7% | +210.8% | -190.1% | -13.3% |
| All | +186.4% | +238.1% | -51.7% | +89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling