+132.2%
COP vs RL
+239.2%
-106.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.7% | +1.8% |
| 7D | +4.4% | +2.6% | +1.8% | +3.9% |
| 30D | 0.0% | +2.9% | -3.0% | -0.8% |
| 3M | +15.0% | 0.0% | +15.0% | +14.7% |
| 6M | +22.0% | +17.1% | +4.9% | +17.1% |
| YTD | +55.3% | +10.1% | +45.2% | +49.6% |
| 1Y | +64.1% | +17.3% | +46.8% | +55.3% |
| 3Y | +34.1% | +249.3% | -215.3% | -5.8% |
| All | +132.2% | +239.2% | -106.9% | +58.1% |
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