+9.0%
LOW vs RVTY
-32.5%
+41.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -1.0% |
| 7D | +0.4% | +0.4% | 0.0% | +0.2% |
| 30D | -10.1% | +10.8% | -20.9% | -13.2% |
| 3M | -2.9% | +26.8% | -29.6% | -10.5% |
| 6M | -19.4% | +39.3% | -58.7% | -28.4% |
| YTD | -15.4% | +31.6% | -47.1% | -23.9% |
| 1Y | -24.9% | +47.7% | -72.6% | -35.4% |
| 3Y | -7.8% | +19.9% | -27.7% | -17.5% |
| All | +9.0% | -32.5% | +41.5% | +16.3% |
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