+122.5%
COST vs RL
+245.5%
-123.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +4.6% | +1.3% | +3.3% | +4.3% |
| 30D | +12.8% | +7.6% | +5.1% | +11.2% |
| 3M | +12.1% | -1.5% | +13.6% | +12.1% |
| 6M | +6.0% | +12.1% | -6.1% | +3.3% |
| YTD | +24.4% | +13.9% | +10.4% | +20.1% |
| 1Y | +17.1% | +20.7% | -3.5% | +11.6% |
| 3Y | +92.2% | +260.6% | -168.4% | +35.0% |
| 5Y | +122.5% | +248.9% | -126.3% | +49.8% |
| All | +122.5% | +245.5% | -123.0% | +49.8% |
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