+32.8%
A vs RVTY
+18.2%
+14.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -1.9% | +1.1% | -3.0% | -2.6% |
| 30D | +6.9% | +13.2% | -6.3% | -0.4% |
| 3M | +9.2% | +27.2% | -18.0% | -5.2% |
| 6M | +25.7% | +32.4% | -6.7% | +6.1% |
| YTD | +11.5% | +34.9% | -23.3% | -7.6% |
| 1Y | +18.4% | +52.4% | -34.0% | -9.0% |
| All | +32.8% | +18.2% | +14.6% | +17.4% |
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