+760.1%
COST vs RVTY
+211.6%
+548.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +5.0% | -0.5% | +5.5% | +5.1% |
| 30D | +12.8% | +1.5% | +11.3% | +12.1% |
| 3M | +15.2% | +31.5% | -16.3% | +8.6% |
| 6M | +7.4% | +62.7% | -55.3% | -3.4% |
| YTD | +29.0% | +60.0% | -30.9% | +15.3% |
| 1Y | +20.3% | +65.7% | -45.4% | +6.4% |
| 3Y | +99.0% | +85.2% | +13.8% | +64.4% |
| 5Y | +125.7% | -14.9% | +140.6% | +129.3% |
| All | +760.1% | +211.6% | +548.5% | +509.5% |
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