+6.7%
NI vs RVTY
+57.1%
-50.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +2.0% | +1.1% | +0.9% | +2.0% |
| 30D | -3.5% | +13.2% | -16.8% | -3.7% |
| 3M | -9.1% | +27.2% | -36.4% | -9.6% |
| 6M | -11.8% | +32.4% | -44.2% | -12.3% |
| YTD | +1.1% | +34.9% | -33.8% | +0.2% |
| 1Y | +6.7% | +52.4% | -45.7% | +5.8% |
| All | +6.7% | +57.1% | -50.4% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling