+180.9%
P vs RVTY
+91.6%
+89.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | -13.3% | -2.7% | -10.6% | -12.2% |
| 30D | -34.0% | +3.2% | -37.2% | -34.3% |
| 3M | +4.1% | +37.2% | -33.1% | -5.2% |
| 6M | +30.5% | +57.7% | -27.2% | +12.5% |
| YTD | +52.2% | +64.8% | -12.7% | +28.0% |
| 1Y | +10.3% | +72.8% | -62.6% | -9.1% |
| 3Y | +180.9% | +89.8% | +91.1% | +105.4% |
| All | +180.9% | +91.6% | +89.3% | +105.4% |
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