+298.3%
COP vs RVTY
+217.6%
+80.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -2.3% |
| 7D | -8.4% | +6.0% | -14.4% | -10.0% |
| 30D | +0.3% | +4.3% | -4.0% | -1.1% |
| 3M | +15.1% | +40.2% | -25.1% | +4.4% |
| 6M | +19.8% | +59.3% | -39.5% | +4.1% |
| YTD | +46.8% | +66.5% | -19.7% | +24.0% |
| 1Y | +59.7% | +77.5% | -17.7% | +32.0% |
| 3Y | +28.7% | +92.5% | -63.8% | -0.4% |
| 5Y | +110.7% | -6.8% | +117.5% | +102.5% |
| 10Y | +298.3% | +225.4% | +72.9% | +108.9% |
| All | +298.3% | +217.6% | +80.7% | +108.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling