+1,316.6%
BR vs RVTY
+626.3%
+690.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | +1.1% | -0.5% | +1.5% | +1.2% |
| 30D | +14.4% | +1.5% | +12.8% | +13.2% |
| 3M | +12.4% | +31.5% | -19.0% | +1.0% |
| 6M | +35.4% | +62.7% | -27.2% | +11.9% |
| YTD | -12.2% | +60.0% | -72.1% | -28.0% |
| 1Y | -12.7% | +65.7% | -78.5% | -29.6% |
| 3Y | +14.3% | +85.2% | -70.9% | -15.5% |
| 5Y | +19.3% | -14.9% | +34.2% | +16.1% |
| 10Y | +278.1% | +211.9% | +66.2% | +108.0% |
| All | +1,316.6% | +626.3% | +690.3% | +424.3% |
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