+58.4%
NDAQ vs RVTY
-30.5%
+88.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | -2.4% | +1.1% | -3.5% | -2.7% |
| 30D | +2.5% | +13.2% | -10.8% | -0.8% |
| 3M | +9.9% | +27.2% | -17.3% | +2.9% |
| 6M | +9.4% | +32.4% | -23.0% | +0.8% |
| YTD | +0.4% | +34.9% | -34.4% | -8.0% |
| 1Y | +4.0% | +52.4% | -48.3% | -8.3% |
| 3Y | +94.4% | +12.3% | +82.1% | +82.5% |
| All | +58.4% | -30.5% | +88.9% | +75.3% |
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