+193.6%
COP vs RVMD
+560.0%
-366.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | +1.0% | -3.6% | +4.5% | +1.1% |
| 30D | +9.6% | -1.1% | +10.6% | +9.6% |
| 3M | +15.0% | +41.0% | -26.0% | +13.4% |
| 6M | +21.8% | +105.7% | -83.9% | +17.5% |
| YTD | +49.6% | +155.3% | -105.7% | +42.3% |
| 1Y | +49.9% | +402.7% | -352.8% | +36.6% |
| 3Y | +22.6% | +533.1% | -510.5% | +9.1% |
| 5Y | +193.6% | +583.5% | -389.9% | +163.2% |
| All | +193.6% | +560.0% | -366.4% | +163.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling