+13,447.0%
GOOG vs RVTY
+746.6%
+12,700.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.9% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -5.1% | +10.8% | -15.9% | -8.8% |
| 3M | -7.1% | +26.8% | -33.9% | -15.8% |
| 6M | +12.7% | +39.3% | -26.7% | -2.2% |
| YTD | +7.1% | +31.6% | -24.5% | -5.7% |
| 1Y | +43.6% | +47.7% | -4.1% | +20.2% |
| 3Y | +146.8% | +19.9% | +126.8% | +113.3% |
| 5Y | +133.7% | -32.3% | +166.0% | +151.4% |
| 10Y | +773.3% | +138.4% | +634.9% | +452.5% |
| All | +13,447.0% | +746.6% | +12,700.3% | +5,286.1% |
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