+803.7%
B vs RVTY
+2,416.7%
-1,612.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | +1.1% | -2.7% | -1.7% |
| 30D | +9.4% | +13.2% | -3.8% | +8.0% |
| 3M | +5.0% | +27.2% | -22.3% | +2.3% |
| 6M | -3.5% | +32.4% | -35.9% | -6.5% |
| YTD | +4.5% | +34.9% | -30.4% | +1.0% |
| 1Y | +67.8% | +52.4% | +15.4% | +60.1% |
| 3Y | +196.7% | +12.3% | +184.4% | +189.2% |
| 5Y | +151.9% | -30.8% | +182.7% | +154.7% |
| 10Y | +202.2% | +150.7% | +51.5% | +172.5% |
| All | +803.7% | +2,416.7% | -1,612.9% | +611.1% |
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 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