+38.3%
DD vs RVTY
+57.1%
-18.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.4% |
| 7D | -3.5% | +1.1% | -4.6% | -3.8% |
| 30D | -10.3% | +13.2% | -23.5% | -13.5% |
| 3M | -7.5% | +27.2% | -34.8% | -14.1% |
| 6M | -8.0% | +32.4% | -40.4% | -16.7% |
| YTD | +10.5% | +34.9% | -24.4% | -1.3% |
| 1Y | +38.3% | +52.4% | -14.1% | +16.7% |
| All | +38.3% | +57.1% | -18.8% | +16.7% |
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