+760.1%
COST vs ROL
+221.5%
+538.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.5% |
| 7D | +5.0% | +3.0% | +2.0% | +4.0% |
| 30D | +12.8% | +19.8% | -7.0% | +6.3% |
| 3M | +15.2% | +7.9% | +7.3% | +12.1% |
| 6M | +7.4% | -25.6% | +33.1% | +17.5% |
| YTD | +29.0% | -34.1% | +63.2% | +46.1% |
| 1Y | +20.3% | -31.4% | +51.7% | +34.1% |
| 3Y | +99.0% | +4.7% | +94.3% | +90.4% |
| 5Y | +125.7% | +15.6% | +110.1% | +104.9% |
| All | +760.1% | +221.5% | +538.6% | +463.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling