+3,716.0%
ALL vs RVTY
+1,579.2%
+2,136.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | -1.5% | +13.2% | -14.7% | -4.3% |
| 3M | +23.6% | +27.2% | -3.6% | +16.5% |
| 6M | +22.3% | +32.4% | -10.1% | +13.6% |
| YTD | +26.5% | +34.9% | -8.3% | +16.3% |
| 1Y | +27.0% | +52.4% | -25.4% | +13.0% |
| 3Y | +149.6% | +12.3% | +137.3% | +131.4% |
| 5Y | +118.1% | -30.8% | +148.9% | +122.5% |
| 10Y | +369.0% | +150.7% | +218.3% | +243.7% |
| All | +3,716.0% | +1,579.2% | +2,136.8% | +1,640.6% |
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