+23.7%
BDX vs RVTY
+88.5%
-64.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.8% |
| 7D | +1.0% | +4.1% | -3.1% | -0.1% |
| 30D | +15.1% | +1.3% | +13.8% | +14.3% |
| 3M | +18.2% | +33.3% | -15.1% | +7.9% |
| 6M | +48.1% | +58.3% | -10.2% | +28.2% |
| YTD | +44.1% | +62.7% | -18.6% | +22.4% |
| 1Y | +46.4% | +67.2% | -20.8% | +23.1% |
| All | +23.7% | +88.5% | -64.8% | +3.9% |
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