+190.5%
COPX vs RVTY
+501.0%
-310.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.0% | +1.1% | -5.1% | -4.5% |
| 30D | +4.5% | +13.2% | -8.7% | -2.1% |
| 3M | +0.8% | +27.2% | -26.4% | -11.9% |
| 6M | +3.2% | +32.4% | -29.2% | -12.4% |
| YTD | +26.7% | +34.9% | -8.2% | +5.4% |
| 1Y | +85.7% | +52.4% | +33.3% | +43.2% |
| 3Y | +151.2% | +12.3% | +138.9% | +117.5% |
| 5Y | +170.0% | -30.8% | +200.8% | +198.2% |
| 10Y | +572.9% | +150.7% | +422.2% | +184.9% |
| All | +190.5% | +501.0% | -310.5% | -38.9% |
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