+68.1%
COST vs RVTY
+16.6%
+51.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.8% |
| 7D | -2.8% | -5.4% | +2.6% | -2.7% |
| 30D | -5.3% | +6.7% | -12.0% | -5.4% |
| 3M | -6.7% | +19.0% | -25.7% | -7.1% |
| 6M | -9.9% | +34.6% | -44.6% | -10.9% |
| YTD | +5.1% | +28.3% | -23.1% | +4.1% |
| 1Y | -7.3% | +46.0% | -53.3% | -9.1% |
| All | +68.1% | +16.6% | +51.5% | +65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling