+715.5%
NYT vs RVTY
+2,237.3%
-1,521.8%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.5% |
| 7D | -0.7% | -7.4% | +6.7% | +1.1% |
| 30D | +4.5% | +4.5% | 0.0% | +3.2% |
| 3M | -8.5% | +19.5% | -28.0% | -13.0% |
| 6M | -15.1% | +34.1% | -49.2% | -21.8% |
| YTD | -3.3% | +25.3% | -28.5% | -9.9% |
| 1Y | +17.0% | +47.0% | -30.0% | +4.3% |
| 3Y | +55.7% | +14.1% | +41.5% | +43.6% |
| 5Y | +38.9% | -34.6% | +73.4% | +45.4% |
| 10Y | +485.3% | +136.0% | +349.3% | +335.4% |
| All | +715.5% | +2,237.3% | -1,521.8% | +208.1% |
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