+1,111.5%
DD vs RVTY
+3,007.5%
-1,896.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.6% | +2.3% | +4.8% |
| 7D | +9.8% | +6.0% | +3.8% | +8.0% |
| 30D | +19.3% | +4.3% | +15.1% | +17.9% |
| 3M | +9.4% | +40.2% | -30.9% | -1.4% |
| 6M | +4.8% | +59.3% | -54.5% | -9.6% |
| YTD | +30.2% | +66.5% | -36.3% | +10.3% |
| 1Y | +32.2% | +77.5% | -45.3% | +9.7% |
| 3Y | +93.1% | +92.5% | +0.6% | +54.8% |
| 5Y | +68.0% | -6.8% | +74.8% | +62.6% |
| 10Y | +98.5% | +225.4% | -126.9% | +34.2% |
| All | +1,111.5% | +3,007.5% | -1,896.0% | +312.7% |
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 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