+5,079.2%
COO vs RVTY
+3,007.5%
+2,071.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +1.6% |
| 7D | +4.3% | +6.0% | -1.7% | +2.5% |
| 30D | +17.6% | +4.3% | +13.3% | +15.9% |
| 3M | -13.9% | +40.2% | -54.1% | -21.7% |
| 6M | +6.6% | +59.3% | -52.7% | -6.6% |
| YTD | -22.0% | +66.5% | -88.5% | -32.9% |
| 1Y | -8.8% | +77.5% | -86.3% | -22.8% |
| 3Y | -21.5% | +92.5% | -114.0% | -35.9% |
| 5Y | -41.0% | -6.8% | -34.2% | -42.7% |
| 10Y | +40.9% | +225.4% | -184.5% | 0.0% |
| All | +5,079.2% | +3,007.5% | +2,071.6% | +971.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling