+247.1%
RL vs COO
-41.3%
+288.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -4.4% | -2.3% | -2.1% | -3.3% |
| 30D | +5.6% | +13.3% | -7.7% | -0.3% |
| 3M | -0.6% | -18.1% | +17.4% | +8.3% |
| 6M | +15.5% | +6.7% | +8.8% | +10.2% |
| YTD | +12.3% | -23.2% | +35.6% | +25.7% |
| 1Y | +19.3% | -12.3% | +31.6% | +25.3% |
| 3Y | +255.5% | -23.6% | +279.1% | +275.8% |
| 5Y | +247.1% | -38.7% | +285.8% | +320.9% |
| All | +247.1% | -41.3% | +288.4% | +320.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling