+207.4%
ALAB vs RVTY
+50.1%
+157.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.4% | +5.2% |
| 7D | -26.3% | -1.2% | -25.1% | -25.6% |
| 30D | -50.1% | +1.0% | -51.1% | -49.8% |
| 3M | -42.5% | +35.8% | -78.3% | -47.5% |
| 6M | -10.8% | +56.7% | -67.5% | -23.4% |
| YTD | +14.6% | +60.7% | -46.1% | -2.9% |
| 1Y | +17.1% | +73.7% | -56.6% | -3.7% |
| All | +207.4% | +50.1% | +157.3% | +172.6% |
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