+20.5%
C vs RVTY
+69.5%
-49.0%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | 0.0% |
| 7D | -2.4% | -1.2% | -1.2% | -2.2% |
| 30D | -6.0% | +1.0% | -7.0% | -6.2% |
| 3M | -10.5% | +35.8% | -46.4% | -16.0% |
| 6M | -5.7% | +56.7% | -62.4% | -15.1% |
| YTD | +4.1% | +60.7% | -56.6% | -7.4% |
| 1Y | +20.5% | +73.7% | -53.2% | +6.0% |
| All | +20.5% | +69.5% | -49.0% | +6.0% |
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