+11.1%
PL vs RVTY
-10.3%
+21.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.4% | -4.7% | -7.4% |
| 7D | -20.5% | -9.0% | -11.5% | -16.4% |
| 30D | -38.8% | -1.6% | -37.2% | -38.1% |
| 3M | -49.1% | +31.2% | -80.3% | -55.7% |
| 6M | -69.4% | +63.6% | -133.0% | -76.4% |
| YTD | -42.3% | +56.3% | -98.6% | -55.3% |
| 1Y | -14.2% | +63.3% | -77.5% | -35.3% |
| 3Y | +398.7% | +72.4% | +326.2% | +261.4% |
| 5Y | +11.1% | -9.6% | +20.7% | +19.6% |
| All | +11.1% | -10.3% | +21.4% | +19.6% |
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