+565.8%
COPX vs RVTY
+139.0%
+426.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.3% | -4.6% | -6.0% |
| 7D | -2.9% | -7.4% | +4.5% | +0.4% |
| 30D | 0.0% | +4.5% | -4.5% | -2.0% |
| 3M | +14.8% | +19.5% | -4.7% | +5.3% |
| 6M | +7.0% | +34.1% | -27.1% | -7.1% |
| YTD | +23.8% | +25.3% | -1.4% | +9.8% |
| 1Y | +75.7% | +47.0% | +28.7% | +43.8% |
| 3Y | +156.4% | +14.1% | +142.3% | +126.2% |
| 5Y | +167.6% | -34.6% | +202.1% | +201.0% |
| All | +565.8% | +139.0% | +426.8% | +259.9% |
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