+32.2%
DD vs RVTY
+74.8%
-42.6%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +2.2% | -2.7% | +4.9% | +3.0% |
| 30D | +20.7% | +3.2% | +17.4% | +19.5% |
| 3M | +11.3% | +37.2% | -25.9% | +2.0% |
| 6M | +6.0% | +57.7% | -51.7% | -7.1% |
| YTD | +31.7% | +64.8% | -33.1% | +11.2% |
| 1Y | +32.2% | +72.8% | -40.6% | +10.3% |
| All | +32.2% | +74.8% | -42.6% | +10.3% |
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