+137.7%
GOOGL vs RVTY
-32.1%
+169.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.7% |
| 7D | +1.1% | +0.4% | +0.7% | +0.9% |
| 30D | -4.4% | +10.8% | -15.3% | -7.4% |
| 3M | -6.8% | +26.8% | -33.6% | -13.9% |
| 6M | +13.6% | +39.3% | -25.8% | +1.2% |
| YTD | +8.3% | +31.6% | -23.3% | -2.4% |
| 1Y | +44.9% | +47.7% | -2.7% | +25.0% |
| 3Y | +150.5% | +19.9% | +130.5% | +123.2% |
| 5Y | +137.7% | -32.3% | +170.1% | +172.2% |
| All | +137.7% | -32.1% | +169.8% | +172.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling