-13.1%
BR vs RVTY
+74.0%
-87.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.1% |
| 7D | +7.0% | -3.6% | +10.5% | +7.2% |
| 30D | +19.0% | +1.4% | +17.6% | +18.8% |
| 3M | +13.1% | +43.2% | -30.1% | +10.2% |
| 6M | +24.6% | +84.5% | -59.9% | +18.0% |
| YTD | -13.6% | +65.2% | -78.8% | -17.0% |
| 1Y | -13.1% | +74.3% | -87.4% | -17.0% |
| All | -13.1% | +74.0% | -87.1% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling