-12.3%
COO vs RVTY
+70.8%
-83.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | +13.3% | +1.7% | +11.5% | +12.4% |
| 3M | -18.1% | +36.8% | -54.9% | -25.9% |
| 6M | +6.7% | +60.1% | -53.4% | -8.5% |
| YTD | -23.2% | +64.0% | -87.2% | -36.0% |
| 1Y | -12.3% | +68.2% | -80.5% | -28.1% |
| All | -12.3% | +70.8% | -83.0% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling