-24.2%
AR vs RVTY
+271.7%
-295.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +2.5% | +1.1% | +1.4% | +2.0% |
| 30D | +14.8% | +13.2% | +1.6% | +9.7% |
| 3M | +6.2% | +27.2% | -21.0% | -3.1% |
| 6M | +4.3% | +32.4% | -28.1% | -7.6% |
| YTD | +14.4% | +34.9% | -20.5% | -0.2% |
| 1Y | +21.3% | +52.4% | -31.0% | +0.4% |
| 3Y | +39.8% | +12.3% | +27.5% | +25.5% |
| 5Y | +142.1% | -30.8% | +172.9% | +160.4% |
| 10Y | +52.0% | +150.7% | -98.6% | -17.5% |
| All | -24.2% | +271.7% | -295.9% | -63.2% |
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