-6.5%
ASX vs RVTY
+66.1%
-72.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.8% | +3.6% | +5.3% |
| 7D | -19.9% | -1.2% | -18.7% | -19.0% |
| 30D | -30.9% | +1.0% | -31.9% | -29.8% |
| 3M | -15.1% | +35.8% | -50.9% | -18.1% |
| 6M | -6.5% | +56.7% | -63.2% | -12.4% |
| All | -6.5% | +66.1% | -72.5% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling