+512.3%
COR vs RVTY
+217.6%
+294.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.6% | 0.0% | +3.1% |
| 7D | +2.3% | +6.0% | -3.7% | +1.4% |
| 30D | +6.8% | +4.3% | +2.5% | +5.9% |
| 3M | +8.1% | +40.2% | -32.1% | +1.9% |
| 6M | +33.0% | +59.3% | -26.3% | +22.5% |
| YTD | +3.0% | +66.5% | -63.5% | -6.7% |
| 1Y | -3.4% | +77.5% | -80.9% | -13.6% |
| 3Y | +80.1% | +92.5% | -12.3% | +51.6% |
| 5Y | +194.7% | -6.8% | +201.5% | +194.9% |
| 10Y | +512.3% | +225.4% | +286.9% | +256.8% |
| All | +512.3% | +217.6% | +294.6% | +256.8% |
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 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