+44.6%
COP vs RVTY
+57.1%
-12.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.1% |
| 7D | +3.0% | +1.1% | +1.9% | +3.1% |
| 30D | +17.5% | +13.2% | +4.3% | +18.7% |
| 3M | +13.4% | +27.2% | -13.9% | +15.9% |
| 6M | +17.7% | +32.4% | -14.7% | +22.7% |
| YTD | +46.6% | +34.9% | +11.7% | +50.4% |
| 1Y | +44.6% | +52.4% | -7.8% | +46.8% |
| All | +44.6% | +57.1% | -12.5% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling