+6,045.6%
IT vs RVTY
+2,259.8%
+3,785.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | -6.0% | +1.1% | -7.1% | -6.4% |
| 30D | 0.0% | +13.2% | -13.2% | -3.7% |
| 3M | +13.1% | +27.2% | -14.2% | +4.3% |
| 6M | +11.7% | +32.4% | -20.7% | +1.1% |
| YTD | -26.1% | +34.9% | -61.0% | -33.3% |
| 1Y | -21.3% | +52.4% | -73.6% | -31.7% |
| 3Y | -46.7% | +12.3% | -59.0% | -50.7% |
| 5Y | -40.5% | -30.8% | -9.7% | -37.1% |
| 10Y | +103.9% | +150.7% | -46.8% | +47.0% |
| All | +6,045.6% | +2,259.8% | +3,785.8% | +2,162.0% |
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 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