+93.0%
PSX vs RVTY
+68.7%
+24.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.2% |
| 7D | -0.4% | -0.7% | +0.4% | -0.4% |
| 30D | -8.1% | +1.7% | -9.8% | -8.0% |
| 3M | +15.9% | +36.8% | -20.9% | +17.8% |
| 6M | +49.4% | +60.1% | -10.7% | +52.7% |
| YTD | +104.7% | +64.0% | +40.7% | +104.4% |
| All | +93.0% | +68.7% | +24.3% | +92.6% |
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 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