+113.0%
COP vs RVTY
-7.4%
+120.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.2% |
| 7D | -11.5% | -1.2% | -10.3% | -11.4% |
| 30D | +5.0% | +1.0% | +3.9% | +4.7% |
| 3M | +17.5% | +35.8% | -18.3% | +12.5% |
| 6M | +16.2% | +56.7% | -40.5% | +8.7% |
| YTD | +48.8% | +60.7% | -11.9% | +37.7% |
| 1Y | +64.1% | +73.7% | -9.6% | +49.5% |
| 3Y | +25.7% | +82.8% | -57.1% | +12.2% |
| All | +113.0% | -7.4% | +120.5% | +103.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling