+719.1%
B vs RVTY
+2,899.1%
-2,179.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | +0.2% |
| 7D | +9.6% | -1.2% | +10.8% | +9.6% |
| 30D | +3.5% | +1.0% | +2.5% | +3.3% |
| 3M | -1.6% | +35.8% | -37.4% | -4.9% |
| 6M | -1.7% | +56.7% | -58.4% | -6.5% |
| YTD | -5.3% | +60.7% | -66.0% | -10.3% |
| 1Y | +27.2% | +73.7% | -46.5% | +19.5% |
| 3Y | +166.1% | +82.8% | +83.4% | +147.3% |
| 5Y | +136.5% | -7.0% | +143.5% | +131.9% |
| 10Y | +172.2% | +212.3% | -40.1% | +139.6% |
| All | +719.1% | +2,899.1% | -2,179.9% | +531.3% |
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