-54.2%
COMP vs RVTY
+18.2%
-72.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -5.4% | -2.8% | -4.0% |
| 7D | -1.8% | -9.0% | +7.2% | +4.9% |
| 30D | -0.8% | -1.6% | +0.8% | -0.4% |
| 3M | -28.1% | +31.2% | -59.3% | -43.6% |
| 6M | +27.0% | +63.6% | -36.6% | -17.4% |
| YTD | -12.8% | +56.3% | -69.1% | -41.6% |
| 1Y | +4.9% | +63.3% | -58.4% | -32.9% |
| 3Y | +321.0% | +72.4% | +248.6% | +140.8% |
| 5Y | -25.6% | -9.6% | -16.0% | -24.8% |
| All | -54.2% | +18.2% | -72.4% | -53.8% |
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 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