+37.6%
COO vs RVTY
+134.6%
-97.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.5% | -3.7% | -5.2% |
| 7D | -9.0% | -5.4% | -3.5% | -6.8% |
| 30D | -16.8% | +6.7% | -23.6% | -19.1% |
| 3M | -7.5% | +19.0% | -26.5% | -14.2% |
| 6M | -16.3% | +34.6% | -50.9% | -26.9% |
| YTD | -22.5% | +28.3% | -50.8% | -31.4% |
| 1Y | -7.0% | +46.0% | -53.0% | -22.3% |
| 3Y | -27.5% | +16.9% | -44.3% | -36.2% |
| 5Y | -43.3% | -32.9% | -10.4% | -37.6% |
| 10Y | +37.6% | +141.6% | -104.1% | -20.1% |
| All | +37.6% | +134.6% | -97.0% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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