+50.6%
LYB vs RVTY
+74.0%
-23.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.3% | -4.8% |
| 7D | -6.2% | -3.6% | -2.6% | -6.3% |
| 30D | +6.3% | +1.4% | +5.0% | +6.4% |
| 3M | +4.1% | +43.2% | -39.1% | +6.1% |
| 6M | -15.5% | +84.5% | -100.0% | -13.1% |
| YTD | +50.2% | +65.2% | -14.9% | +53.1% |
| 1Y | +50.6% | +74.3% | -23.7% | +47.9% |
| All | +50.6% | +74.0% | -23.4% | +47.9% |
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