-73.8%
CAPR vs RVTY
+66.1%
-139.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.8% | +1.8% | +3.4% |
| 7D | +41.1% | -1.2% | +42.3% | +41.0% |
| 30D | +11.1% | +1.0% | +10.1% | +10.1% |
| 3M | +115.3% | +35.8% | +79.5% | +80.7% |
| 6M | -73.8% | +56.7% | -130.5% | -78.0% |
| All | -73.8% | +66.1% | -139.9% | -78.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling