+11.9%
COST vs ROL
-34.1%
+46.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +2.1% |
| 7D | +6.6% | +14.6% | -7.9% | +3.8% |
| 30D | +13.5% | +29.3% | -15.8% | +8.0% |
| 3M | +10.6% | +2.0% | +8.6% | +9.8% |
| 6M | +3.6% | -28.5% | +32.2% | +7.5% |
| YTD | +22.1% | -35.3% | +57.4% | +23.6% |
| 1Y | +11.9% | -34.7% | +46.6% | +13.2% |
| All | +11.9% | -34.1% | +46.0% | +13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling