+60.7%
COP vs RVMD
+244.4%
-183.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.8% | -8.0% | -5.0% |
| 7D | -8.1% | +5.8% | -13.9% | -7.9% |
| 30D | +6.7% | -3.8% | +10.5% | +6.6% |
| 3M | +16.9% | +3.2% | +13.7% | +17.2% |
| 6M | +11.2% | +35.0% | -23.8% | +12.8% |
| YTD | +49.5% | +150.7% | -101.2% | +59.9% |
| 1Y | +60.7% | +241.0% | -180.3% | +71.1% |
| All | +60.7% | +244.4% | -183.7% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling