+11,697.7%
GOOGL vs RVTY
+954.8%
+10,743.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +1.6% | -0.7% | +2.3% | +1.8% |
| 30D | -16.8% | +1.7% | -18.5% | -17.7% |
| 3M | -14.6% | +36.8% | -51.4% | -24.8% |
| 6M | -24.4% | +60.1% | -84.5% | -37.9% |
| YTD | -6.1% | +64.0% | -70.0% | -24.4% |
| 1Y | +1.0% | +68.2% | -67.2% | -19.6% |
| 3Y | +123.4% | +88.8% | +34.6% | +61.9% |
| 5Y | +103.2% | -10.5% | +113.8% | +95.6% |
| 10Y | +667.7% | +219.7% | +448.0% | +333.2% |
| All | +11,697.7% | +954.8% | +10,743.0% | +4,193.4% |
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