+3.6%
GOOG vs RVTY
+74.0%
-70.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +3.6% |
| 7D | -10.7% | -3.6% | -7.2% | -10.3% |
| 30D | -16.4% | +1.4% | -17.8% | -16.7% |
| 3M | -23.4% | +43.2% | -66.6% | -27.7% |
| 6M | -24.2% | +84.5% | -108.7% | -33.2% |
| YTD | -8.3% | +65.2% | -73.5% | -19.3% |
| 1Y | +3.6% | +74.3% | -70.7% | -10.9% |
| All | +3.6% | +74.0% | -70.4% | -10.9% |
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 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