+5,537.7%
COO vs RVTY
+2,416.7%
+3,121.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.2% | +1.1% | -3.3% | -2.5% |
| 30D | -7.0% | +13.2% | -20.2% | -10.1% |
| 3M | +12.2% | +27.2% | -15.0% | +4.9% |
| 6M | -15.1% | +32.4% | -47.5% | -21.7% |
| YTD | -15.1% | +34.9% | -50.0% | -22.3% |
| 1Y | +2.3% | +52.4% | -50.0% | -9.5% |
| 3Y | -23.7% | +12.3% | -36.0% | -28.3% |
| 5Y | -38.9% | -30.8% | -8.1% | -35.7% |
| 10Y | +49.9% | +150.7% | -100.8% | +14.3% |
| All | +5,537.7% | +2,416.7% | +3,121.0% | +1,139.1% |
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 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