+508.4%
F vs RVTY
+2,899.1%
-2,390.7%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.6% | -1.5% |
| 7D | +1.6% | -1.2% | +2.8% | +1.6% |
| 30D | +2.6% | +1.0% | +1.6% | +2.0% |
| 3M | -8.8% | +35.8% | -44.6% | -17.0% |
| 6M | +4.6% | +56.7% | -52.1% | -8.7% |
| YTD | -1.9% | +60.7% | -62.6% | -15.6% |
| 1Y | -0.8% | +73.7% | -74.5% | -16.6% |
| 3Y | +43.5% | +82.8% | -39.3% | +17.2% |
| 5Y | -12.1% | -7.0% | -5.0% | -14.7% |
| 10Y | +83.6% | +212.3% | -128.7% | +27.8% |
| All | +508.4% | +2,899.1% | -2,390.7% | +117.6% |
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 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