+9,546.8%
COST vs RL
+1,517.3%
+8,029.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.5% |
| 7D | +5.0% | +2.6% | +2.4% | +4.3% |
| 30D | +12.8% | +2.9% | +9.9% | +11.8% |
| 3M | +15.2% | 0.0% | +15.2% | +14.8% |
| 6M | +7.4% | +17.1% | -9.7% | +2.6% |
| YTD | +29.0% | +10.1% | +18.9% | +24.1% |
| 1Y | +20.3% | +17.3% | +3.0% | +13.9% |
| 3Y | +99.0% | +249.3% | -150.3% | +41.2% |
| 5Y | +125.7% | +240.9% | -115.2% | +57.4% |
| 10Y | +775.3% | +337.3% | +438.1% | +418.8% |
| All | +9,546.8% | +1,517.3% | +8,029.5% | +2,848.9% |
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