+99.0%
COST vs ROL
+5.9%
+93.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +0.6% |
| 7D | +5.0% | +3.0% | +2.0% | +4.2% |
| 30D | +12.8% | +19.8% | -7.0% | +7.3% |
| 3M | +15.2% | +7.9% | +7.3% | +12.7% |
| 6M | +7.4% | -25.6% | +33.1% | +16.0% |
| YTD | +29.0% | -34.1% | +63.2% | +42.6% |
| 1Y | +20.3% | -31.4% | +51.7% | +31.0% |
| 3Y | +99.0% | +4.7% | +94.3% | +97.3% |
| All | +99.0% | +5.9% | +93.1% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling