+27.4%
M vs RVTY
-30.5%
+57.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +4.7% | +1.1% | +3.6% | +4.2% |
| 30D | -9.6% | +13.2% | -22.9% | -14.4% |
| 3M | +0.9% | +27.2% | -26.4% | -9.5% |
| 6M | +22.3% | +32.4% | -10.1% | +7.1% |
| YTD | +6.5% | +34.9% | -28.3% | -8.3% |
| 1Y | +38.8% | +52.4% | -13.6% | +12.8% |
| 3Y | +115.9% | +12.3% | +103.6% | +94.2% |
| All | +27.4% | -30.5% | +57.9% | +29.2% |
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