+157.6%
B vs RVTY
-30.5%
+188.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | -1.6% | +1.1% | -2.7% | -1.9% |
| 30D | +9.4% | +13.2% | -3.8% | +6.0% |
| 3M | +5.0% | +27.2% | -22.3% | -1.3% |
| 6M | -3.5% | +32.4% | -35.9% | -10.6% |
| YTD | +4.5% | +34.9% | -30.4% | -3.9% |
| 1Y | +67.8% | +52.4% | +15.4% | +49.4% |
| 3Y | +196.7% | +12.3% | +184.4% | +177.4% |
| All | +157.6% | -30.5% | +188.2% | +143.7% |
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