+1,977.8%
COP vs RL
+1,476.5%
+501.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +2.0% | +0.9% |
| 7D | -11.5% | -4.2% | -7.4% | -10.7% |
| 30D | +5.0% | +4.3% | +0.7% | +3.5% |
| 3M | +17.5% | -4.6% | +22.1% | +18.3% |
| 6M | +16.2% | +1.7% | +14.5% | +13.9% |
| YTD | +48.8% | +7.3% | +41.4% | +42.3% |
| 1Y | +64.1% | +20.8% | +43.3% | +51.8% |
| 3Y | +25.7% | +247.0% | -221.3% | -14.7% |
| 5Y | +114.4% | +225.5% | -111.1% | +43.9% |
| 10Y | +331.7% | +363.0% | -31.4% | +153.4% |
| All | +1,977.8% | +1,476.5% | +501.2% | +815.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling