-40.3%
COO vs RVTY
-32.1%
-8.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | -1.8% |
| 7D | -2.3% | +0.4% | -2.7% | -2.5% |
| 30D | -8.8% | +10.8% | -19.6% | -12.6% |
| 3M | +1.3% | +26.8% | -25.4% | -8.2% |
| 6M | -11.6% | +39.3% | -50.9% | -23.7% |
| YTD | -17.4% | +31.6% | -49.0% | -27.5% |
| 1Y | -1.6% | +47.7% | -49.3% | -18.1% |
| 3Y | -22.6% | +19.9% | -42.6% | -32.7% |
| 5Y | -40.3% | -32.3% | -8.0% | -33.2% |
| All | -40.3% | -32.1% | -8.2% | -33.2% |
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