-24.7%
LOW vs RVTY
+43.1%
-67.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | -2.6% | -7.4% | +4.8% | -0.8% |
| 30D | -11.1% | +4.5% | -15.6% | -12.3% |
| 3M | -8.5% | +19.5% | -28.0% | -13.1% |
| 6M | -20.8% | +34.1% | -55.0% | -27.5% |
| YTD | -17.2% | +25.3% | -42.5% | -23.4% |
| 1Y | -24.7% | +47.0% | -71.7% | -32.0% |
| All | -24.7% | +43.1% | -67.8% | -32.0% |
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 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