+37.2%
M vs RVTY
+74.0%
-36.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.5% | +10.1% | +8.2% |
| 7D | +8.3% | -3.6% | +11.8% | +9.1% |
| 30D | +14.2% | +1.4% | +12.8% | +13.6% |
| 3M | -1.1% | +43.2% | -44.3% | -10.9% |
| 6M | +36.6% | +84.5% | -47.9% | +13.0% |
| YTD | +19.8% | +65.2% | -45.4% | -1.8% |
| 1Y | +37.2% | +74.3% | -37.1% | +5.6% |
| All | +37.2% | +74.0% | -36.8% | +5.6% |
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 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