-10.3%
M vs RVTY
-7.4%
-2.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.8% | -7.4% | -5.7% |
| 7D | -4.3% | -1.2% | -3.1% | -4.2% |
| 30D | +1.3% | +1.0% | +0.2% | +0.4% |
| 3M | -7.4% | +35.8% | -43.2% | -19.4% |
| 6M | +18.3% | +56.7% | -38.4% | -3.8% |
| YTD | +7.6% | +60.7% | -53.1% | -14.9% |
| 1Y | +17.4% | +73.7% | -56.3% | -10.4% |
| 3Y | +108.4% | +82.8% | +25.6% | +50.9% |
| All | -10.3% | -7.4% | -2.8% | -14.3% |
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