+1,395.2%
RL vs COO
+2,368.4%
-973.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.5% | +3.5% | +2.5% |
| 7D | -0.8% | -2.2% | +1.4% | -0.2% |
| 30D | -7.8% | -7.0% | -0.8% | -5.8% |
| 3M | -4.0% | +12.2% | -16.2% | -7.4% |
| 6M | -1.9% | -15.1% | +13.2% | +2.7% |
| YTD | -0.2% | -15.1% | +14.9% | +4.5% |
| 1Y | +10.7% | +2.3% | +8.3% | +9.7% |
| 3Y | +210.8% | -23.7% | +234.4% | +229.0% |
| 5Y | +238.2% | -38.9% | +277.2% | +279.5% |
| 10Y | +313.4% | +49.9% | +263.4% | +266.1% |
| All | +1,395.2% | +2,368.4% | -973.1% | +659.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling