+334.9%
COMP vs RVTY
+73.0%
+261.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.4% | -2.8% | -4.7% |
| 7D | -1.8% | -9.0% | +7.2% | +3.9% |
| 30D | -0.8% | -1.6% | +0.8% | -0.4% |
| 3M | -28.1% | +31.2% | -59.3% | -41.6% |
| 6M | +27.0% | +63.6% | -36.6% | -12.6% |
| YTD | -12.8% | +56.3% | -69.1% | -38.4% |
| 1Y | +4.9% | +63.3% | -58.4% | -28.7% |
| All | +334.9% | +73.0% | +261.9% | +126.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling