+8.9%
GE vs RVTY
+74.0%
-65.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.5% | +5.2% | +3.0% |
| 7D | +9.4% | -3.6% | +13.0% | +9.9% |
| 30D | +7.5% | +1.4% | +6.2% | +7.3% |
| 3M | -12.5% | +43.2% | -55.7% | -17.8% |
| 6M | +17.8% | +84.5% | -66.7% | +3.9% |
| YTD | +7.4% | +65.2% | -57.8% | -4.1% |
| 1Y | +8.9% | +74.3% | -65.4% | -3.8% |
| All | +8.9% | +74.0% | -65.1% | -3.8% |
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