+4,499.1%
COP vs RVTY
+3,007.5%
+1,491.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.6% | -4.9% | -2.0% |
| 7D | -8.4% | +6.0% | -14.4% | -9.6% |
| 30D | +0.3% | +4.3% | -4.0% | -0.8% |
| 3M | +15.1% | +40.2% | -25.1% | +7.1% |
| 6M | +19.8% | +59.3% | -39.5% | +8.0% |
| YTD | +46.8% | +66.5% | -19.7% | +29.9% |
| 1Y | +59.7% | +77.5% | -17.7% | +39.4% |
| 3Y | +28.7% | +92.5% | -63.8% | +8.7% |
| 5Y | +110.7% | -6.8% | +117.5% | +101.6% |
| 10Y | +298.3% | +225.4% | +72.9% | +194.0% |
| All | +4,499.1% | +3,007.5% | +1,491.6% | +2,071.9% |
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