-31.1%
IT vs RVTY
+43.7%
-74.8%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -1.1% |
| 7D | -9.1% | -5.4% | -3.7% | -7.9% |
| 30D | -12.2% | +6.7% | -18.9% | -13.5% |
| 3M | +7.8% | +19.0% | -11.2% | +2.1% |
| 6M | +2.0% | +34.6% | -32.7% | -8.6% |
| YTD | -32.7% | +28.3% | -61.0% | -36.4% |
| 1Y | -31.1% | +46.0% | -77.1% | -37.0% |
| All | -31.1% | +43.7% | -74.8% | -37.0% |
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