+17,451.9%
COR vs RVTY
+2,335.3%
+15,116.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | +2.8% | +1.1% | +1.7% | +2.6% |
| 30D | +4.5% | +13.2% | -8.7% | +2.1% |
| 3M | +22.7% | +27.2% | -4.6% | +17.1% |
| 6M | -9.7% | +32.4% | -42.1% | -14.9% |
| YTD | -1.4% | +34.9% | -36.3% | -7.7% |
| 1Y | +13.9% | +52.4% | -38.4% | +3.9% |
| 3Y | +94.0% | +12.3% | +81.7% | +82.4% |
| 5Y | +184.0% | -30.8% | +214.8% | +188.5% |
| 10Y | +406.8% | +150.7% | +256.1% | +293.5% |
| All | +17,451.9% | +2,335.3% | +15,116.6% | +9,573.1% |
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