+512.8%
F vs RVTY
+2,816.3%
-2,303.5%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | +0.4% |
| 7D | +1.4% | -9.0% | +10.4% | +3.7% |
| 30D | +2.0% | -1.6% | +3.6% | +2.1% |
| 3M | -10.4% | +31.2% | -41.6% | -17.6% |
| 6M | +9.7% | +63.6% | -53.9% | -5.4% |
| YTD | -1.2% | +56.3% | -57.5% | -14.3% |
| 1Y | 0.0% | +63.3% | -63.3% | -14.5% |
| 3Y | +41.1% | +72.4% | -31.3% | +17.1% |
| 5Y | -11.4% | -9.6% | -1.8% | -13.5% |
| 10Y | +85.0% | +203.7% | -118.7% | +29.7% |
| All | +512.8% | +2,816.3% | -2,303.5% | +120.9% |
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