+449.1%
PL vs RVTY
+12.6%
+436.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -0.9% | -1.1% |
| 7D | -9.3% | +1.1% | -10.4% | -9.8% |
| 30D | -18.9% | +13.2% | -32.1% | -23.8% |
| 3M | -58.4% | +27.2% | -85.6% | -63.4% |
| 6M | -30.3% | +32.4% | -62.7% | -40.4% |
| YTD | -8.1% | +34.9% | -43.0% | -23.0% |
| 1Y | +180.5% | +52.4% | +128.1% | +117.8% |
| All | +449.1% | +12.6% | +436.5% | +416.0% |
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