+142.7%
AAPL vs RVTY
-10.9%
+153.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.5% | +2.6% | +2.2% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | +4.3% | +1.7% | +2.6% | +3.5% |
| 3M | +16.6% | +36.8% | -20.2% | +6.2% |
| 6M | +21.6% | +60.1% | -38.5% | +4.9% |
| YTD | +31.2% | +64.0% | -32.8% | +10.9% |
| 1Y | +29.6% | +68.2% | -38.7% | +8.4% |
| 3Y | +93.1% | +88.8% | +4.3% | +48.8% |
| All | +142.7% | -10.9% | +153.6% | +147.8% |
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