+2,271.9%
D vs RVTY
+2,416.7%
-144.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +0.4% | +1.1% | -0.7% | +0.3% |
| 30D | -3.6% | +13.2% | -16.8% | -5.1% |
| 3M | -1.0% | +27.2% | -28.2% | -4.2% |
| 6M | +6.3% | +32.4% | -26.1% | +2.1% |
| YTD | +14.7% | +34.9% | -20.2% | +9.7% |
| 1Y | +16.9% | +52.4% | -35.4% | +9.8% |
| 3Y | +56.8% | +12.3% | +44.5% | +51.3% |
| 5Y | +5.2% | -30.8% | +36.0% | +6.6% |
| 10Y | +35.9% | +150.7% | -114.8% | +16.8% |
| All | +2,271.9% | +2,416.7% | -144.8% | +1,300.5% |
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