-44.8%
IT vs RVTY
-32.1%
-12.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -2.4% | -5.0% | -6.6% |
| 7D | -9.1% | +0.4% | -9.5% | -9.2% |
| 30D | -7.0% | +10.8% | -17.8% | -10.3% |
| 3M | +7.6% | +26.8% | -19.1% | -1.9% |
| 6M | +2.1% | +39.3% | -37.2% | -11.0% |
| YTD | -31.6% | +31.6% | -63.2% | -38.8% |
| 1Y | -29.9% | +47.7% | -77.6% | -40.3% |
| 3Y | -51.3% | +19.9% | -71.2% | -56.7% |
| 5Y | -44.8% | -32.3% | -12.4% | -35.6% |
| All | -44.8% | -32.1% | -12.7% | -35.6% |
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