+5,678.5%
NI vs RVTY
+2,885.1%
+2,793.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.8% |
| 7D | +4.3% | -0.5% | +4.8% | +4.4% |
| 30D | +12.4% | +1.5% | +10.8% | +12.0% |
| 3M | +10.2% | +31.5% | -21.3% | +5.5% |
| 6M | -0.8% | +62.7% | -63.5% | -8.2% |
| YTD | +13.2% | +60.0% | -46.7% | +4.4% |
| 1Y | +10.1% | +65.7% | -55.6% | +0.9% |
| 3Y | +103.1% | +85.2% | +17.9% | +80.4% |
| 5Y | +115.5% | -14.9% | +130.4% | +112.0% |
| 10Y | +195.5% | +211.9% | -16.4% | +135.8% |
| All | +5,678.5% | +2,885.1% | +2,793.4% | +3,128.9% |
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