-44.8%
COMP vs RVTY
+2.0%
-46.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.8% |
| 7D | +1.4% | +1.1% | +0.3% | +0.5% |
| 30D | -13.3% | +13.2% | -26.5% | -22.0% |
| 3M | +41.1% | +27.2% | +13.9% | +14.7% |
| 6M | +17.2% | +32.4% | -15.2% | -8.1% |
| YTD | +5.2% | +34.9% | -29.7% | -19.4% |
| 1Y | +18.9% | +52.4% | -33.4% | -19.0% |
| 3Y | +215.9% | +12.3% | +203.6% | +166.4% |
| 5Y | -31.2% | -30.8% | -0.4% | -18.2% |
| All | -44.8% | +2.0% | -46.8% | -36.1% |
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