+104.4%
COST vs RL
+233.3%
-128.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | -0.3% |
| 7D | -2.8% | -0.3% | -2.5% | -2.8% |
| 30D | -5.3% | -17.5% | +12.3% | -2.3% |
| 3M | -6.7% | -14.0% | +7.3% | -4.6% |
| 6M | -9.9% | -2.0% | -8.0% | -10.4% |
| YTD | +5.1% | -4.6% | +9.7% | +4.8% |
| 1Y | -7.3% | +9.5% | -16.8% | -10.3% |
| 3Y | +70.4% | +200.5% | -130.1% | +26.3% |
| 5Y | +104.4% | +226.3% | -121.8% | +43.7% |
| All | +104.4% | +233.3% | -128.9% | +43.7% |
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