+11.4%
O vs RVTY
+74.8%
-63.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.1% |
| 7D | +3.5% | -2.7% | +6.2% | +3.6% |
| 30D | +10.4% | +3.2% | +7.2% | +10.3% |
| 3M | -2.4% | +37.2% | -39.6% | -3.0% |
| 6M | -1.2% | +57.7% | -58.9% | -2.1% |
| YTD | +10.4% | +64.8% | -54.4% | +8.5% |
| 1Y | +11.4% | +72.8% | -61.4% | +8.5% |
| All | +11.4% | +74.8% | -63.4% | +8.5% |
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