+38.0%
DIS vs RVTY
+90.0%
-52.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +10.3% | +1.7% | +8.5% | +9.5% |
| 3M | +15.6% | +36.8% | -21.2% | +6.1% |
| 6M | +15.1% | +60.1% | -45.0% | +0.6% |
| YTD | +6.0% | +64.0% | -58.0% | -8.5% |
| 1Y | +5.7% | +68.2% | -62.5% | -9.6% |
| All | +38.0% | +90.0% | -52.0% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling