+2,666.5%
NDAQ vs RVTY
+1,674.6%
+991.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.7% |
| 7D | +2.9% | -2.7% | +5.5% | +3.7% |
| 30D | +17.5% | +3.2% | +14.2% | +15.8% |
| 3M | +15.4% | +37.2% | -21.7% | +2.5% |
| 6M | +24.6% | +57.7% | -33.1% | +4.6% |
| YTD | +14.4% | +64.8% | -50.4% | -6.3% |
| 1Y | +26.9% | +72.8% | -45.9% | +2.0% |
| 3Y | +119.8% | +89.8% | +30.0% | +64.6% |
| 5Y | +70.5% | -8.4% | +78.9% | +61.4% |
| 10Y | +475.8% | +219.5% | +256.3% | +228.2% |
| All | +2,666.5% | +1,674.6% | +991.9% | +1,030.2% |
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