+14,227.5%
COST vs RVTY
+2,885.1%
+11,342.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.2% |
| 3M | +15.2% | +31.5% | -16.3% | +9.0% |
| 6M | +7.4% | +62.7% | -55.3% | -2.5% |
| YTD | +29.0% | +60.0% | -30.9% | +16.5% |
| 1Y | +20.3% | +65.7% | -45.4% | +7.8% |
| 3Y | +99.0% | +85.2% | +13.8% | +70.8% |
| 5Y | +125.7% | -14.9% | +140.6% | +121.1% |
| 10Y | +775.3% | +211.9% | +563.4% | +565.9% |
| All | +14,227.5% | +2,885.1% | +11,342.4% | +5,020.9% |
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