+1,027.9%
C vs RVTY
+2,976.2%
-1,948.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.6% |
| 7D | -0.4% | -2.7% | +2.3% | +0.6% |
| 30D | -5.2% | +3.2% | -8.4% | -6.5% |
| 3M | -9.1% | +37.2% | -46.3% | -20.1% |
| 6M | -1.6% | +57.7% | -59.3% | -18.6% |
| YTD | +6.9% | +64.8% | -57.9% | -13.8% |
| 1Y | +23.0% | +72.8% | -49.9% | -2.9% |
| 3Y | +216.1% | +89.8% | +126.4% | +133.4% |
| 5Y | +112.2% | -8.4% | +120.7% | +100.0% |
| 10Y | +208.8% | +219.5% | -10.7% | +75.4% |
| All | +1,027.9% | +2,976.2% | -1,948.2% | +139.5% |
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