+604.2%
COST vs RVTY
+139.0%
+465.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -2.5% | -7.4% | +4.9% | -1.1% |
| 30D | -4.4% | +4.5% | -8.9% | -5.4% |
| 3M | -8.1% | +19.5% | -27.6% | -11.7% |
| 6M | -9.2% | +34.1% | -43.4% | -15.4% |
| YTD | +5.1% | +25.3% | -20.1% | -1.1% |
| 1Y | -5.1% | +47.0% | -52.1% | -14.4% |
| 3Y | +70.4% | +14.1% | +56.2% | +57.7% |
| 5Y | +104.7% | -34.6% | +139.3% | +119.8% |
| All | +604.2% | +139.0% | +465.2% | +429.7% |
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