+238.6%
P vs RVTY
-7.4%
+246.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.5% |
| 7D | -23.8% | -1.2% | -22.6% | -23.1% |
| 30D | -36.6% | +1.0% | -37.7% | -36.5% |
| 3M | +10.9% | +35.8% | -25.0% | 0.0% |
| 6M | +30.0% | +56.7% | -26.7% | +10.1% |
| YTD | +44.4% | +60.7% | -16.3% | +20.0% |
| 1Y | +3.9% | +73.7% | -69.8% | -16.4% |
| 3Y | +176.6% | +82.8% | +93.8% | +110.6% |
| All | +238.6% | -7.4% | +246.1% | +261.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling