-25.4%
COO vs RVTY
+78.0%
-103.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.7% |
| 7D | +4.7% | -1.2% | +5.9% | +4.8% |
| 30D | +13.9% | +1.0% | +12.9% | +13.0% |
| 3M | -14.9% | +35.8% | -50.8% | -24.2% |
| 6M | +2.0% | +56.7% | -54.7% | -13.9% |
| YTD | -23.9% | +60.7% | -84.6% | -37.1% |
| 1Y | -9.6% | +73.7% | -83.3% | -27.5% |
| 3Y | -25.4% | +82.8% | -108.2% | -45.5% |
| All | -25.4% | +78.0% | -103.4% | -45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling