+24.5%
COP vs RVMD
+549.6%
-525.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.5% | -0.7% | +0.3% | -0.5% |
| 30D | +11.7% | +0.3% | +11.4% | +11.7% |
| 3M | +17.7% | +38.9% | -21.2% | +15.7% |
| 6M | +18.3% | +108.1% | -89.8% | +12.9% |
| YTD | +49.1% | +160.7% | -111.7% | +39.1% |
| 1Y | +53.3% | +407.3% | -354.0% | +33.3% |
| All | +24.5% | +549.6% | -525.1% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling