+43.3%
IR vs RVTY
-32.1%
+75.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.7% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -13.6% | +10.8% | -24.4% | -17.1% |
| 3M | +3.7% | +26.8% | -23.1% | -5.7% |
| 6M | -13.1% | +39.3% | -52.4% | -24.2% |
| YTD | -5.1% | +31.6% | -36.7% | -16.0% |
| 1Y | -6.5% | +47.7% | -54.2% | -21.1% |
| 3Y | +8.5% | +19.9% | -11.4% | -3.4% |
| 5Y | +43.3% | -32.3% | +75.7% | +59.4% |
| All | +43.3% | -32.1% | +75.4% | +59.4% |
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 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