+64.6%
MAR vs RVTY
+16.6%
+48.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.7% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | -6.9% | +10.8% | -17.7% | -9.4% |
| 3M | -15.8% | +26.8% | -42.6% | -21.4% |
| 6M | +1.9% | +39.3% | -37.4% | -7.9% |
| YTD | +6.6% | +31.6% | -25.0% | -2.5% |
| 1Y | +23.7% | +47.7% | -24.0% | +9.0% |
| 3Y | +64.6% | +19.9% | +44.7% | +51.7% |
| All | +64.6% | +16.6% | +48.0% | +51.7% |
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