+96.9%
PSX vs RVTY
+74.0%
+22.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.5% | -2.0% | -4.7% |
| 7D | -5.2% | -3.6% | -1.6% | -5.3% |
| 30D | -3.7% | +1.4% | -5.1% | -3.6% |
| 3M | +26.8% | +43.2% | -16.4% | +29.2% |
| 6M | +47.3% | +84.5% | -37.2% | +51.1% |
| YTD | +105.4% | +65.2% | +40.2% | +106.4% |
| 1Y | +96.9% | +74.3% | +22.6% | +98.7% |
| All | +96.9% | +74.0% | +22.9% | +98.7% |
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