+48.0%
CAPR vs RVTY
+52.3%
-4.3%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -2.0% | +1.1% | -3.1% | -2.4% |
| 30D | +139.2% | +13.2% | +126.0% | +128.3% |
| 3M | -66.4% | +27.2% | -93.6% | -68.5% |
| 6M | -63.1% | +32.4% | -95.5% | -66.1% |
| YTD | -67.4% | +34.9% | -102.3% | -70.2% |
| All | +48.0% | +52.3% | -4.3% | +33.6% |
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 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