+5,286.6%
O vs RVTY
+2,751.5%
+2,535.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +3.5% | -2.7% | +6.2% | +4.0% |
| 30D | +10.4% | +3.2% | +7.2% | +9.6% |
| 3M | -2.4% | +37.2% | -39.6% | -8.3% |
| 6M | -1.2% | +57.7% | -58.9% | -9.7% |
| YTD | +10.4% | +64.8% | -54.4% | -0.6% |
| 1Y | +11.4% | +72.8% | -61.4% | -0.7% |
| 3Y | +40.4% | +89.8% | -49.4% | +21.0% |
| 5Y | +12.1% | -8.4% | +20.6% | +8.6% |
| 10Y | +82.7% | +219.5% | -136.7% | +39.7% |
| All | +5,286.6% | +2,751.5% | +2,535.1% | +3,183.7% |
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 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