+325.1%
COP vs RVTY
+140.1%
+185.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.2% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | +15.6% | +10.8% | +4.8% | +12.3% |
| 3M | +14.3% | +26.8% | -12.4% | +6.4% |
| 6M | +17.0% | +39.3% | -22.3% | +4.7% |
| YTD | +47.4% | +31.6% | +15.8% | +33.3% |
| 1Y | +52.4% | +47.7% | +4.7% | +32.1% |
| 3Y | +20.8% | +19.9% | +0.9% | +8.0% |
| 5Y | +191.7% | -32.3% | +224.0% | +212.1% |
| 10Y | +325.1% | +138.4% | +186.6% | +129.9% |
| All | +325.1% | +140.1% | +185.0% | +129.9% |
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