-97.9%
CAPR vs RVTY
+511.3%
-609.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +129.9% |
| 3M | -66.4% | +27.2% | -93.6% | -68.6% |
| 6M | -63.1% | +32.4% | -95.5% | -66.1% |
| YTD | -67.4% | +34.9% | -102.3% | -70.4% |
| 1Y | +58.2% | +52.4% | +5.9% | +37.9% |
| 3Y | +42.2% | +12.3% | +29.9% | +33.8% |
| 5Y | +87.3% | -30.8% | +118.1% | +98.1% |
| 10Y | -75.3% | +150.7% | -225.9% | -80.3% |
| All | -97.9% | +511.3% | -609.2% | -98.4% |
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