+602.8%
AU vs RVTY
+1,321.9%
-719.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.2% |
| 7D | -7.2% | -0.5% | -6.7% | -7.1% |
| 30D | -2.9% | +1.5% | -4.4% | -3.2% |
| 3M | -8.7% | +31.5% | -40.1% | -12.8% |
| 6M | -14.1% | +62.7% | -76.8% | -20.8% |
| YTD | +4.8% | +60.0% | -55.2% | -3.4% |
| 1Y | +11.9% | +65.7% | -53.8% | +2.6% |
| 3Y | +513.8% | +85.2% | +428.6% | +444.2% |
| 5Y | +379.3% | -14.9% | +394.2% | +373.0% |
| 10Y | +837.1% | +211.9% | +625.2% | +650.9% |
| All | +602.8% | +1,321.9% | -719.1% | +409.6% |
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