-24.0%
MKTX vs RVTY
+13.9%
-37.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | -0.2% | -7.4% | +7.3% | +0.3% |
| 30D | +0.8% | +4.5% | -3.7% | +0.5% |
| 3M | +41.1% | +19.5% | +21.7% | +39.3% |
| 6M | -9.5% | +34.1% | -43.7% | -11.7% |
| YTD | -8.7% | +25.3% | -33.9% | -10.2% |
| 1Y | -10.0% | +47.0% | -57.0% | -13.1% |
| All | -24.0% | +13.9% | -37.8% | -23.6% |
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 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