+17.5%
P vs RVTY
+74.0%
-56.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.5% | -2.5% | -4.3% |
| 7D | -19.4% | -3.6% | -15.8% | -18.6% |
| 30D | -22.3% | +1.4% | -23.7% | -22.4% |
| 3M | +33.2% | +43.2% | -10.0% | +25.7% |
| 6M | +53.6% | +84.5% | -30.9% | +34.4% |
| YTD | +66.8% | +65.2% | +1.6% | +49.3% |
| 1Y | +17.5% | +74.3% | -56.8% | +4.6% |
| All | +17.5% | +74.0% | -56.5% | +4.6% |
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