+38.3%
GOOGL vs RVTY
+43.7%
-5.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.3% | -1.9% |
| 7D | -1.9% | -5.4% | +3.6% | -1.0% |
| 30D | -7.5% | +6.7% | -14.2% | -8.4% |
| 3M | -9.2% | +19.0% | -28.2% | -12.2% |
| 6M | +8.1% | +34.6% | -26.6% | +0.4% |
| YTD | +5.8% | +28.3% | -22.4% | -1.6% |
| 1Y | +38.3% | +46.0% | -7.7% | +25.3% |
| All | +38.3% | +43.7% | -5.3% | +25.3% |
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