+104.4%
COST vs RVTY
-34.2%
+138.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.5% |
| 7D | -2.8% | -5.4% | +2.6% | -2.1% |
| 30D | -5.3% | +6.7% | -12.0% | -6.2% |
| 3M | -6.7% | +19.0% | -25.7% | -9.2% |
| 6M | -9.9% | +34.6% | -44.6% | -14.4% |
| YTD | +5.1% | +28.3% | -23.1% | +0.3% |
| 1Y | -7.3% | +46.0% | -53.3% | -14.0% |
| 3Y | +70.4% | +16.9% | +53.5% | +60.6% |
| 5Y | +104.4% | -32.9% | +137.3% | +131.6% |
| All | +104.4% | -34.2% | +138.6% | +131.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling