+325.3%
IR vs RVTY
+154.3%
+170.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | +0.2% |
| 7D | +3.7% | -1.2% | +4.9% | +4.0% |
| 30D | +7.4% | +1.0% | +6.4% | +6.6% |
| 3M | -5.9% | +35.8% | -41.8% | -18.6% |
| 6M | +5.6% | +56.7% | -51.1% | -14.6% |
| YTD | +4.8% | +60.7% | -55.9% | -17.1% |
| 1Y | +6.9% | +73.7% | -66.8% | -18.4% |
| 3Y | +27.6% | +82.8% | -55.2% | -8.3% |
| 5Y | +45.8% | -7.0% | +52.8% | +39.5% |
| All | +325.3% | +154.3% | +170.9% | +126.7% |
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