+476.0%
A vs RVTY
+686.2%
-210.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -1.9% | +1.1% | -3.0% | -2.5% |
| 30D | +6.9% | +13.2% | -6.3% | -0.1% |
| 3M | +9.2% | +27.2% | -18.0% | -4.5% |
| 6M | +25.7% | +32.4% | -6.7% | +7.1% |
| YTD | +11.5% | +34.9% | -23.3% | -6.5% |
| 1Y | +18.4% | +52.4% | -34.0% | -7.3% |
| 3Y | +26.6% | +12.3% | +14.3% | +13.9% |
| 5Y | -12.8% | -30.8% | +18.0% | +0.6% |
| 10Y | +247.2% | +150.7% | +96.5% | +100.1% |
| All | +476.0% | +686.2% | -210.2% | +38.7% |
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