+71.8%
COST vs RL
+211.8%
-140.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.5% |
| 7D | -3.2% | +1.9% | -5.0% | -3.3% |
| 30D | -4.0% | -12.2% | +8.2% | -3.0% |
| 3M | -6.5% | -6.6% | +0.2% | -6.1% |
| 6M | -8.5% | +3.2% | -11.7% | -9.2% |
| YTD | +6.0% | -1.3% | +7.3% | +5.6% |
| 1Y | -5.8% | +13.6% | -19.4% | -8.0% |
| 3Y | +71.8% | +210.9% | -139.0% | +41.3% |
| All | +71.8% | +211.8% | -140.0% | +41.3% |
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