+249.6%
ALAB vs RVTY
+55.5%
+194.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +3.6% | +10.1% | +12.4% |
| 7D | -5.6% | +6.0% | -11.6% | -7.0% |
| 30D | -36.6% | +4.3% | -40.9% | -37.0% |
| 3M | -35.1% | +40.2% | -75.3% | -41.4% |
| 6M | +8.5% | +59.3% | -50.8% | -7.2% |
| YTD | +30.4% | +66.5% | -36.2% | +9.0% |
| 1Y | +31.0% | +77.5% | -46.4% | +7.0% |
| All | +249.6% | +55.5% | +194.1% | +206.3% |
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 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