+121.8%
COPX vs RVTY
+612.9%
-491.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.6% |
| 7D | -2.8% | -0.5% | -2.4% | -2.5% |
| 30D | -14.3% | +1.5% | -15.9% | -15.3% |
| 3M | -19.0% | +31.5% | -50.5% | -30.7% |
| 6M | -24.4% | +62.7% | -87.1% | -42.8% |
| YTD | -3.2% | +60.0% | -63.2% | -27.2% |
| 1Y | +15.2% | +65.7% | -50.6% | -15.3% |
| 3Y | +127.6% | +85.2% | +42.4% | +48.8% |
| 5Y | +106.0% | -14.9% | +120.9% | +101.3% |
| 10Y | +313.7% | +211.9% | +101.8% | +53.6% |
| All | +121.8% | +612.9% | -491.1% | -57.8% |
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 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