+7.8%
D vs RVTY
-30.5%
+38.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.5% | +1.1% | +0.4% | +1.3% |
| 30D | -2.6% | +13.2% | -15.8% | -4.5% |
| 3M | 0.0% | +27.2% | -27.2% | -4.0% |
| 6M | +7.4% | +32.4% | -25.0% | +2.0% |
| YTD | +15.9% | +34.9% | -19.0% | +9.3% |
| 1Y | +18.1% | +52.4% | -34.2% | +8.3% |
| 3Y | +58.4% | +12.3% | +46.1% | +50.2% |
| All | +7.8% | -30.5% | +38.3% | +6.0% |
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 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