+14.9%
O vs RVTY
-30.5%
+45.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.7% | +1.1% | -1.8% | -1.0% |
| 30D | -1.9% | +13.2% | -15.1% | -4.2% |
| 3M | +3.8% | +27.2% | -23.4% | -1.1% |
| 6M | -4.7% | +32.4% | -37.2% | -10.4% |
| YTD | +12.5% | +34.9% | -22.4% | +4.9% |
| 1Y | +10.8% | +52.4% | -41.5% | +0.1% |
| 3Y | +28.8% | +12.3% | +16.5% | +21.4% |
| All | +14.9% | -30.5% | +45.5% | +17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling