+5,241.4%
O vs RVTY
+2,679.9%
+2,561.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -1.3% |
| 7D | +3.7% | -1.2% | +4.9% | +3.8% |
| 30D | +11.2% | +1.0% | +10.2% | +10.8% |
| 3M | -4.0% | +35.8% | -39.8% | -9.6% |
| 6M | -5.2% | +56.7% | -61.9% | -13.3% |
| YTD | +9.5% | +60.7% | -51.2% | -1.0% |
| 1Y | +10.6% | +73.7% | -63.1% | -1.5% |
| 3Y | +38.1% | +82.8% | -44.6% | +19.8% |
| 5Y | +10.2% | -7.0% | +17.2% | +6.5% |
| 10Y | +71.4% | +212.3% | -140.9% | +31.6% |
| All | +5,241.4% | +2,679.9% | +2,561.4% | +3,171.1% |
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