+1,025.2%
MKTX vs RVTY
+560.1%
+465.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.8% |
| 7D | -0.2% | -7.4% | +7.3% | +3.0% |
| 30D | +0.8% | +4.5% | -3.7% | -1.2% |
| 3M | +41.1% | +19.5% | +21.7% | +29.8% |
| 6M | -9.5% | +34.1% | -43.7% | -21.9% |
| YTD | -8.7% | +25.3% | -33.9% | -19.4% |
| 1Y | -10.0% | +47.0% | -57.0% | -26.7% |
| 3Y | -24.6% | +14.1% | -38.7% | -35.8% |
| 5Y | -60.3% | -34.6% | -25.7% | -57.2% |
| 10Y | +5.0% | +136.0% | -130.9% | -45.9% |
| All | +1,025.2% | +560.1% | +465.1% | +212.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling