-36.1%
AUR vs RVTY
-34.5%
-1.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.0% |
| 7D | +0.2% | -7.4% | +7.6% | +5.6% |
| 30D | -8.9% | +4.5% | -13.4% | -11.8% |
| 3M | +4.6% | +19.5% | -14.8% | -9.7% |
| 6M | +44.9% | +34.1% | +10.7% | +13.3% |
| YTD | +64.8% | +25.3% | +39.6% | +34.1% |
| 1Y | +16.4% | +47.0% | -30.6% | -17.4% |
| 3Y | +85.1% | +14.1% | +71.0% | +55.0% |
| 5Y | -36.1% | -34.6% | -1.6% | -18.5% |
| All | -36.1% | -34.5% | -1.6% | -18.5% |
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