+64.1%
COP vs RVTY
+66.4%
-2.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.4% |
| 7D | +4.4% | -0.5% | +4.9% | +4.4% |
| 30D | 0.0% | +1.5% | -1.6% | +0.3% |
| 3M | +15.0% | +31.5% | -16.4% | +18.8% |
| 6M | +22.0% | +62.7% | -40.7% | +29.9% |
| YTD | +55.3% | +60.0% | -4.6% | +64.2% |
| 1Y | +64.1% | +65.7% | -1.6% | +73.2% |
| All | +64.1% | +66.4% | -2.3% | +73.2% |
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