+398.1%
COR vs RVTY
+140.1%
+258.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.5% |
| 7D | -1.9% | +0.4% | -2.3% | -2.0% |
| 30D | +1.5% | +10.8% | -9.3% | -0.3% |
| 3M | +18.7% | +26.8% | -8.1% | +13.8% |
| 6M | -9.0% | +39.3% | -48.4% | -14.7% |
| YTD | -3.3% | +31.6% | -34.9% | -8.7% |
| 1Y | +9.8% | +47.7% | -37.9% | +1.0% |
| 3Y | +87.4% | +19.9% | +67.4% | +74.0% |
| 5Y | +180.5% | -32.3% | +212.9% | +200.8% |
| 10Y | +398.1% | +138.4% | +259.7% | +207.3% |
| All | +398.1% | +140.1% | +258.1% | +207.3% |
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