+18.2%
D vs RVTY
+69.5%
-51.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -1.4% |
| 7D | +3.0% | -1.2% | +4.2% | +3.0% |
| 30D | +11.5% | +1.0% | +10.5% | +11.4% |
| 3M | +3.7% | +35.8% | -32.1% | +3.6% |
| 6M | +13.5% | +56.7% | -43.2% | +13.1% |
| YTD | +20.7% | +60.7% | -40.0% | +19.5% |
| 1Y | +18.2% | +73.7% | -55.5% | +14.0% |
| All | +18.2% | +69.5% | -51.3% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling