+19.3%
A vs RVTY
+66.4%
-47.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.4% |
| 7D | -0.5% | -0.5% | 0.0% | -0.2% |
| 30D | 0.0% | +1.5% | -1.6% | -1.1% |
| 3M | +16.7% | +31.5% | -14.8% | +0.3% |
| 6M | +54.8% | +62.7% | -7.8% | +18.5% |
| YTD | +28.8% | +60.0% | -31.2% | -3.7% |
| 1Y | +19.3% | +65.7% | -46.4% | -13.2% |
| All | +19.3% | +66.4% | -47.1% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling