-34.9%
AUR vs RVTY
-9.0%
-25.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.4% | +5.1% | +4.3% |
| 7D | +19.2% | +0.4% | +18.8% | +18.9% |
| 30D | -7.8% | +10.8% | -18.6% | -14.1% |
| 3M | +4.0% | +26.8% | -22.8% | -13.6% |
| 6M | +45.0% | +39.3% | +5.7% | +11.5% |
| YTD | +69.5% | +31.6% | +37.9% | +34.3% |
| 1Y | +13.0% | +47.7% | -34.7% | -18.7% |
| 3Y | +90.4% | +19.9% | +70.4% | +55.6% |
| 5Y | -34.2% | -32.3% | -1.8% | -23.2% |
| All | -34.9% | -9.0% | -25.9% | -23.9% |
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