+205.7%
COP vs RVMD
+510.7%
-305.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +1.8% |
| 7D | +4.4% | -10.4% | +14.8% | +5.6% |
| 30D | 0.0% | -11.0% | +10.9% | +1.0% |
| 3M | +15.0% | -14.7% | +29.7% | +16.6% |
| 6M | +22.0% | +14.9% | +7.1% | +18.9% |
| YTD | +55.3% | +116.3% | -61.0% | +36.5% |
| 1Y | +64.1% | +167.6% | -103.5% | +39.8% |
| 3Y | +34.1% | +776.8% | -742.7% | -6.5% |
| 5Y | +133.4% | +424.8% | -291.4% | +63.7% |
| All | +205.7% | +510.7% | -305.0% | +52.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling