+74.2%
AR vs RVTY
-7.4%
+81.7%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.7% | -1.5% |
| 7D | -14.3% | -1.2% | -13.1% | -14.1% |
| 30D | +1.4% | +1.0% | +0.4% | +1.0% |
| 3M | +3.4% | +35.8% | -32.5% | -4.5% |
| 6M | -2.1% | +56.7% | -58.8% | -13.2% |
| YTD | +4.7% | +60.7% | -56.0% | -9.0% |
| 1Y | +10.6% | +73.7% | -63.1% | -6.5% |
| 3Y | +24.6% | +82.8% | -58.2% | -0.1% |
| All | +74.2% | -7.4% | +81.7% | +69.6% |
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 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