+485.4%
P vs RVTY
+189.5%
+295.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.7% | +1.5% |
| 7D | +6.5% | +1.1% | +5.4% | +5.9% |
| 30D | +18.8% | +13.2% | +5.6% | +11.5% |
| 3M | +26.7% | +27.2% | -0.5% | +11.4% |
| 6M | +62.2% | +32.4% | +29.8% | +37.3% |
| YTD | +48.5% | +34.9% | +13.6% | +23.9% |
| 1Y | +26.4% | +52.4% | -26.0% | -1.8% |
| 3Y | +159.4% | +12.3% | +147.1% | +124.6% |
| 5Y | +275.8% | -30.8% | +306.6% | +321.3% |
| 10Y | +732.0% | +150.7% | +581.3% | +329.6% |
| All | +485.4% | +189.5% | +295.8% | +239.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling