+1,163.5%
C vs RVTY
+2,416.7%
-1,253.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +3.6% | +1.1% | +2.5% | +3.2% |
| 30D | +0.1% | +13.2% | -13.2% | -4.8% |
| 3M | +2.4% | +27.2% | -24.8% | -7.2% |
| 6M | +24.9% | +32.4% | -7.5% | +10.6% |
| YTD | +19.8% | +34.9% | -15.1% | +5.0% |
| 1Y | +44.9% | +52.4% | -7.5% | +20.3% |
| 3Y | +263.0% | +12.3% | +250.7% | +226.8% |
| 5Y | +129.5% | -30.8% | +160.3% | +142.1% |
| 10Y | +291.6% | +150.7% | +140.9% | +145.4% |
| All | +1,163.5% | +2,416.7% | -1,253.1% | +191.6% |
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