-69.4%
PL vs RVTY
+69.3%
-138.7%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.4% | -4.7% | -7.3% |
| 7D | -20.5% | -9.0% | -11.5% | -16.7% |
| 30D | -38.8% | -1.6% | -37.2% | -37.8% |
| 3M | -49.1% | +31.2% | -80.3% | -53.6% |
| 6M | -69.4% | +63.6% | -133.0% | -75.9% |
| All | -69.4% | +69.3% | -138.7% | -75.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling