+4,560.7%
COP vs RVTY
+2,899.1%
+1,661.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | 0.0% |
| 7D | -11.5% | -1.2% | -10.3% | -11.4% |
| 30D | +5.0% | +1.0% | +3.9% | +4.5% |
| 3M | +17.5% | +35.8% | -18.3% | +10.0% |
| 6M | +16.2% | +56.7% | -40.5% | +5.2% |
| YTD | +48.8% | +60.7% | -11.9% | +32.6% |
| 1Y | +64.1% | +73.7% | -9.6% | +43.8% |
| 3Y | +25.7% | +82.8% | -57.1% | +7.2% |
| 5Y | +114.4% | -7.0% | +121.4% | +105.2% |
| 10Y | +331.7% | +212.3% | +119.4% | +221.2% |
| All | +4,560.7% | +2,899.1% | +1,661.7% | +2,116.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling