+216.5%
C vs RVTY
+90.0%
+126.5%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | -5.3% | +1.7% | -7.1% | -5.9% |
| 3M | -8.0% | +36.8% | -44.8% | -16.1% |
| 6M | -0.3% | +60.1% | -60.4% | -13.7% |
| YTD | +8.6% | +64.0% | -55.3% | -7.5% |
| 1Y | +25.8% | +68.2% | -42.4% | +6.1% |
| All | +216.5% | +90.0% | +126.5% | +140.1% |
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