-51.3%
IT vs RVTY
+16.6%
-67.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -6.7% |
| 7D | -9.1% | +0.4% | -9.5% | -9.2% |
| 30D | -7.0% | +10.8% | -17.8% | -9.7% |
| 3M | +7.6% | +26.8% | -19.1% | -0.4% |
| 6M | +2.1% | +39.3% | -37.2% | -9.1% |
| YTD | -31.6% | +31.6% | -63.2% | -37.5% |
| 1Y | -29.9% | +47.7% | -77.6% | -38.4% |
| 3Y | -51.3% | +19.9% | -71.2% | -56.5% |
| All | -51.3% | +16.6% | -67.9% | -56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling