+290.4%
P vs RVTY
-11.6%
+302.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.7% |
| 7D | +17.8% | +4.1% | +13.7% | +16.1% |
| 30D | -29.9% | +1.3% | -31.2% | -29.8% |
| 3M | -1.2% | +33.3% | -34.4% | -10.3% |
| 6M | +32.1% | +58.3% | -26.2% | +11.6% |
| YTD | +64.3% | +62.7% | +1.6% | +35.9% |
| 1Y | +24.3% | +67.2% | -42.9% | +1.5% |
| 3Y | +203.2% | +87.3% | +115.9% | +128.4% |
| 5Y | +290.4% | -13.4% | +303.9% | +307.4% |
| All | +290.4% | -11.6% | +302.0% | +307.4% |
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