-22.8%
LYB vs RVTY
+17.0%
-39.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.7% |
| 7D | +0.3% | -4.5% | +4.8% | +1.5% |
| 30D | +2.5% | +5.5% | -3.0% | +0.8% |
| 3M | +1.4% | +22.5% | -21.1% | -5.0% |
| 6M | -3.5% | +38.9% | -42.4% | -14.8% |
| YTD | +52.0% | +28.7% | +23.2% | +37.4% |
| 1Y | +22.1% | +45.5% | -23.4% | +4.4% |
| 3Y | -22.8% | +16.4% | -39.1% | -28.6% |
| All | -22.8% | +17.0% | -39.8% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling