+1,988.6%
NOW vs RVTY
+556.4%
+1,432.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | -5.6% | -0.7% | -4.8% | -5.2% |
| 30D | -26.8% | +1.7% | -28.5% | -27.6% |
| 3M | -19.4% | +36.8% | -56.2% | -32.6% |
| 6M | +12.3% | +60.1% | -47.8% | -15.0% |
| YTD | -32.9% | +64.0% | -96.9% | -50.6% |
| 1Y | -40.3% | +68.2% | -108.5% | -56.9% |
| 3Y | -19.1% | +88.8% | -107.8% | -50.4% |
| 5Y | -24.4% | -10.5% | -13.8% | -25.3% |
| 10Y | +521.8% | +219.7% | +302.1% | +142.0% |
| All | +1,988.6% | +556.4% | +1,432.2% | +559.2% |
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