+12.5%
A vs RVTY
-7.4%
+20.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | 0.0% |
| 7D | -0.1% | -1.2% | +1.1% | +0.4% |
| 30D | +3.4% | +1.0% | +2.3% | +2.3% |
| 3M | +23.8% | +35.8% | -12.0% | +2.0% |
| 6M | +49.0% | +56.7% | -7.7% | +11.9% |
| YTD | +29.4% | +60.7% | -31.3% | -5.7% |
| 1Y | +19.4% | +73.7% | -54.3% | -17.3% |
| 3Y | +66.2% | +82.8% | -16.6% | +8.5% |
| All | +12.5% | -7.4% | +20.0% | +14.3% |
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