+6,320.2%
BDX vs RVTY
+2,885.1%
+3,435.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | +2.9% | -0.5% | +3.4% | +3.0% |
| 30D | +15.4% | +1.5% | +13.9% | +14.8% |
| 3M | +20.5% | +31.5% | -10.9% | +13.8% |
| 6M | +53.2% | +62.7% | -9.5% | +38.7% |
| YTD | +45.7% | +60.0% | -14.3% | +31.6% |
| 1Y | +47.3% | +65.7% | -18.4% | +32.1% |
| 3Y | +25.1% | +85.2% | -60.2% | +8.7% |
| 5Y | +27.4% | -14.9% | +42.3% | +25.7% |
| 10Y | +95.4% | +211.9% | -116.5% | +52.1% |
| All | +6,320.2% | +2,885.1% | +3,435.1% | +2,891.0% |
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 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