+147.7%
P vs RVTY
+12.6%
+135.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +6.5% | +1.1% | +5.4% | +6.2% |
| 30D | +18.8% | +13.2% | +5.6% | +14.4% |
| 3M | +26.7% | +27.2% | -0.5% | +17.3% |
| 6M | +62.2% | +32.4% | +29.8% | +46.6% |
| YTD | +48.5% | +34.9% | +13.6% | +33.1% |
| 1Y | +26.4% | +52.4% | -26.0% | +8.2% |
| All | +147.7% | +12.6% | +135.1% | +120.7% |
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 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