+2,593.6%
NDAQ vs RVTY
+1,630.1%
+963.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.6% | -0.7% |
| 7D | +0.8% | -1.2% | +2.0% | +1.0% |
| 30D | +16.5% | +1.0% | +15.5% | +15.7% |
| 3M | +13.5% | +35.8% | -22.3% | +1.1% |
| 6M | +20.9% | +56.7% | -35.8% | +1.7% |
| YTD | +11.4% | +60.7% | -49.3% | -8.0% |
| 1Y | +25.9% | +73.7% | -47.8% | +1.0% |
| 3Y | +119.9% | +82.8% | +37.1% | +66.9% |
| 5Y | +61.7% | -7.0% | +68.8% | +52.1% |
| 10Y | +481.6% | +212.3% | +269.3% | +234.0% |
| All | +2,593.6% | +1,630.1% | +963.5% | +1,010.1% |
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