+9.9%
IR vs RVTY
+67.3%
-57.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +4.3% | +4.1% | +0.1% | +3.0% |
| 30D | +8.1% | +1.3% | +6.8% | +7.4% |
| 3M | +0.7% | +33.3% | -32.6% | -9.6% |
| 6M | +16.6% | +58.3% | -41.7% | -2.5% |
| YTD | +7.8% | +62.7% | -54.9% | -15.3% |
| 1Y | +9.9% | +67.2% | -57.3% | -15.2% |
| All | +9.9% | +67.3% | -57.4% | -15.2% |
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 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