+6,197.3%
IT vs RVTY
+2,813.8%
+3,383.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | -0.6% |
| 7D | -18.8% | +6.0% | -24.8% | -20.6% |
| 30D | -0.1% | +4.3% | -4.4% | -1.9% |
| 3M | +2.9% | +40.2% | -37.3% | -7.9% |
| 6M | +20.4% | +59.3% | -38.9% | +2.7% |
| YTD | -24.3% | +66.5% | -90.8% | -36.4% |
| 1Y | -17.2% | +77.5% | -94.6% | -31.9% |
| 3Y | -52.4% | +92.5% | -144.9% | -62.6% |
| 5Y | -43.7% | -6.8% | -36.9% | -46.0% |
| 10Y | +90.3% | +225.4% | -135.1% | +26.0% |
| All | +6,197.3% | +2,813.8% | +3,383.5% | +2,056.5% |
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 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