+164.7%
COPX vs RVTY
-33.1%
+197.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.1% |
| 7D | -2.3% | -4.5% | +2.2% | -0.7% |
| 30D | +0.3% | +5.5% | -5.2% | -1.8% |
| 3M | +6.8% | +22.5% | -15.7% | -1.6% |
| 6M | +7.9% | +38.9% | -30.9% | -5.5% |
| YTD | +23.7% | +28.7% | -5.0% | +10.6% |
| 1Y | +71.5% | +45.5% | +26.0% | +45.6% |
| 3Y | +149.1% | +16.4% | +132.7% | +123.6% |
| All | +164.7% | -33.1% | +197.8% | +172.5% |
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