-24.3%
BB vs RVTY
-32.1%
+7.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.6% | +3.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | -12.4% | +10.8% | -23.2% | -16.8% |
| 3M | -15.3% | +26.8% | -42.1% | -25.2% |
| 6M | +128.8% | +39.3% | +89.5% | +91.1% |
| YTD | +107.7% | +31.6% | +76.0% | +77.3% |
| 1Y | +103.9% | +47.7% | +56.2% | +61.9% |
| 3Y | +72.6% | +19.9% | +52.7% | +47.6% |
| 5Y | -24.3% | -32.3% | +8.1% | -14.0% |
| All | -24.3% | -32.1% | +7.9% | -14.0% |
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