+7,874.0%
COST vs RL
+1,366.2%
+6,507.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.1% | -1.5% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -2.8% | -7.8% | +5.0% | -1.1% |
| 3M | -5.7% | -4.0% | -1.7% | -5.2% |
| 6M | -8.8% | -1.9% | -6.9% | -9.5% |
| YTD | +6.7% | -0.2% | +6.8% | +5.2% |
| 1Y | -3.6% | +10.7% | -14.3% | -7.6% |
| 3Y | +75.1% | +210.8% | -135.7% | +27.8% |
| 5Y | +108.9% | +238.2% | -129.3% | +45.6% |
| 10Y | +586.2% | +313.4% | +272.8% | +311.8% |
| All | +7,874.0% | +1,366.2% | +6,507.8% | +2,398.9% |
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