-17.9%
COMP vs RVTY
-7.4%
-10.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +2.8% | +7.9% | +8.5% |
| 7D | +13.4% | -1.2% | +14.6% | +13.9% |
| 30D | +11.1% | +1.0% | +10.1% | +9.4% |
| 3M | -18.8% | +35.8% | -54.7% | -38.6% |
| 6M | +10.5% | +56.7% | -46.2% | -27.2% |
| YTD | -3.4% | +60.7% | -64.1% | -37.9% |
| 1Y | +19.7% | +73.7% | -54.0% | -28.7% |
| 3Y | +381.6% | +82.8% | +298.8% | +150.8% |
| All | -17.9% | -7.4% | -10.4% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling