+109.0%
AAPL vs RVTY
-32.1%
+141.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.5% |
| 7D | -2.7% | +0.4% | -3.1% | -2.9% |
| 30D | +1.0% | +10.8% | -9.8% | -2.0% |
| 3M | +5.0% | +26.8% | -21.8% | -2.7% |
| 6M | +23.0% | +39.3% | -16.3% | +10.0% |
| YTD | +16.6% | +31.6% | -15.0% | +5.4% |
| 1Y | +33.4% | +47.7% | -14.3% | +15.2% |
| 3Y | +79.9% | +19.9% | +59.9% | +61.3% |
| 5Y | +109.0% | -32.3% | +141.4% | +130.7% |
| All | +109.0% | -32.1% | +141.1% | +130.7% |
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 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