+244.0%
RL vs COO
-38.8%
+282.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.7% |
| 7D | -0.8% | -2.2% | +1.4% | +0.3% |
| 30D | -7.8% | -7.0% | -0.8% | -4.5% |
| 3M | -4.0% | +12.2% | -16.2% | -9.7% |
| 6M | -1.9% | -15.1% | +13.2% | +5.7% |
| YTD | -0.2% | -15.1% | +14.9% | +7.4% |
| 1Y | +10.7% | +2.3% | +8.3% | +8.9% |
| 3Y | +210.8% | -23.7% | +234.4% | +236.5% |
| All | +244.0% | -38.8% | +282.8% | +310.5% |
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