-1.4%
LOW vs RVTY
+74.0%
-75.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.5% | +10.0% | +7.9% |
| 7D | +15.6% | -3.6% | +19.2% | +16.3% |
| 30D | +28.6% | +1.4% | +27.2% | +27.9% |
| 3M | +5.8% | +43.2% | -37.3% | -4.1% |
| 6M | +3.8% | +84.5% | -80.7% | -13.2% |
| YTD | -2.8% | +65.2% | -68.0% | -17.4% |
| 1Y | -1.4% | +74.3% | -75.7% | -17.6% |
| All | -1.4% | +74.0% | -75.4% | -17.6% |
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 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