+119.1%
ALL vs RVTY
+85.4%
+33.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.4% |
| 7D | +5.0% | -0.5% | +5.5% | +5.0% |
| 30D | +13.3% | +1.5% | +11.8% | +13.2% |
| 3M | +3.2% | +31.5% | -28.3% | +2.2% |
| 6M | +25.3% | +62.7% | -37.3% | +22.8% |
| YTD | +30.5% | +60.0% | -29.5% | +27.1% |
| 1Y | +29.2% | +65.7% | -36.5% | +25.5% |
| 3Y | +119.1% | +85.2% | +33.9% | +118.1% |
| All | +119.1% | +85.4% | +33.7% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling