+134.1%
PSX vs RVTY
+16.6%
+117.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +2.0% |
| 7D | +2.8% | +0.4% | +2.4% | +2.7% |
| 30D | +27.8% | +10.8% | +16.9% | +25.6% |
| 3M | +42.0% | +26.8% | +15.3% | +36.0% |
| 6M | +58.1% | +39.3% | +18.8% | +47.7% |
| YTD | +105.0% | +31.6% | +73.4% | +92.8% |
| 1Y | +104.9% | +47.7% | +57.2% | +86.2% |
| 3Y | +134.1% | +19.9% | +114.1% | +119.7% |
| All | +134.1% | +16.6% | +117.4% | +119.7% |
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 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