-30.0%
OPEN vs RVTY
+78.0%
-108.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | +2.8% | -24.6% | -23.8% |
| 7D | -22.2% | -1.2% | -21.0% | -22.5% |
| 30D | -38.3% | +1.0% | -39.4% | -39.5% |
| 3M | -59.4% | +35.8% | -95.2% | -69.0% |
| 6M | -74.4% | +56.7% | -131.1% | -83.0% |
| YTD | -76.0% | +60.7% | -136.7% | -84.9% |
| 1Y | -78.7% | +73.7% | -152.4% | -87.6% |
| 3Y | -30.0% | +82.8% | -112.8% | -70.5% |
| All | -30.0% | +78.0% | -108.0% | -70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling