+13,507.3%
GOOGL vs RVTY
+767.5%
+12,739.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.3% | +1.1% | -3.4% | -2.7% |
| 30D | -6.6% | +13.2% | -19.8% | -11.0% |
| 3M | -8.9% | +27.2% | -36.2% | -17.6% |
| 6M | +11.9% | +32.4% | -20.5% | -1.0% |
| YTD | +8.3% | +34.9% | -26.5% | -5.5% |
| 1Y | +46.2% | +52.4% | -6.2% | +20.9% |
| 3Y | +151.9% | +12.3% | +139.6% | +123.9% |
| 5Y | +137.7% | -30.8% | +168.5% | +153.7% |
| 10Y | +757.6% | +150.7% | +606.9% | +433.2% |
| All | +13,507.3% | +767.5% | +12,739.7% | +5,267.5% |
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