+165.6%
COPX vs RVTY
+19.6%
+145.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +4.9% |
| 7D | +5.8% | +0.4% | +5.4% | +5.5% |
| 30D | +7.2% | +10.8% | -3.6% | +3.3% |
| 3M | +16.5% | +26.8% | -10.3% | +6.5% |
| 6M | +18.4% | +39.3% | -20.9% | +4.3% |
| YTD | +31.9% | +31.6% | +0.3% | +17.4% |
| 1Y | +88.5% | +47.7% | +40.8% | +60.1% |
| All | +165.6% | +19.6% | +145.9% | +143.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling