+6.6%
PL vs RVTY
+74.8%
-68.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +5.6% | -2.7% | +8.3% | +6.9% |
| 30D | -16.9% | +3.2% | -20.2% | -17.4% |
| 3M | -38.2% | +37.2% | -75.4% | -43.4% |
| 6M | -63.4% | +57.7% | -121.1% | -68.0% |
| YTD | -27.6% | +64.8% | -92.5% | -37.6% |
| 1Y | +6.6% | +72.8% | -66.3% | -8.9% |
| All | +6.6% | +74.8% | -68.2% | -8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling