+642.3%
LYB vs RVTY
+469.0%
+173.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +1.1% |
| 7D | -3.1% | -5.4% | +2.3% | -0.6% |
| 30D | +4.0% | +6.7% | -2.7% | +0.6% |
| 3M | +2.4% | +19.0% | -16.6% | -6.9% |
| 6M | -1.4% | +34.6% | -36.1% | -17.9% |
| YTD | +53.9% | +28.3% | +25.7% | +30.2% |
| 1Y | +26.1% | +46.0% | -20.0% | -0.8% |
| 3Y | -21.0% | +16.9% | -37.9% | -33.0% |
| 5Y | -0.7% | -32.9% | +32.2% | +8.4% |
| 10Y | +49.3% | +141.6% | -92.4% | -35.3% |
| All | +642.3% | +469.0% | +173.3% | +81.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling