-21.6%
FDS vs RVTY
+48.7%
-70.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.4% | -1.9% | -3.9% |
| 7D | -5.4% | +0.4% | -5.8% | -5.4% |
| 30D | +1.6% | +10.8% | -9.2% | +0.1% |
| 3M | +17.7% | +26.8% | -9.0% | +13.2% |
| 6M | +29.1% | +39.3% | -10.3% | +20.9% |
| YTD | +1.0% | +31.6% | -30.6% | -2.1% |
| 1Y | -21.6% | +47.7% | -69.3% | -25.8% |
| All | -21.6% | +48.7% | -70.3% | -25.8% |
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