-39.8%
COO vs RVTY
-15.1%
-24.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.4% |
| 7D | +0.5% | -0.5% | +0.9% | +0.6% |
| 30D | +14.2% | +1.5% | +12.6% | +12.9% |
| 3M | -18.2% | +31.5% | -49.7% | -27.4% |
| 6M | +5.3% | +62.7% | -57.3% | -14.6% |
| YTD | -23.6% | +60.0% | -83.5% | -38.4% |
| 1Y | -12.7% | +65.7% | -78.4% | -30.8% |
| 3Y | -24.2% | +85.2% | -109.4% | -45.5% |
| All | -39.8% | -15.1% | -24.7% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling