+165.5%
B vs RVTY
+85.4%
+80.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.3% |
| 7D | -7.3% | -0.5% | -6.9% | -7.2% |
| 30D | -3.3% | +1.5% | -4.9% | -4.0% |
| 3M | -7.8% | +31.5% | -39.2% | -14.5% |
| 6M | -15.5% | +62.7% | -78.2% | -25.9% |
| YTD | -12.3% | +60.0% | -72.2% | -23.3% |
| 1Y | +5.4% | +65.7% | -60.3% | -8.8% |
| 3Y | +165.5% | +85.2% | +80.3% | +106.1% |
| All | +165.5% | +85.4% | +80.2% | +106.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling