+1,091.2%
PSX vs RVTY
+540.1%
+551.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -7.8% | -2.7% | -5.1% | -7.1% |
| 30D | -9.9% | +3.2% | -13.1% | -10.9% |
| 3M | +16.9% | +37.2% | -20.3% | +5.9% |
| 6M | +48.0% | +57.7% | -9.7% | +27.5% |
| YTD | +98.3% | +64.8% | +33.5% | +66.0% |
| 1Y | +86.2% | +72.8% | +13.3% | +53.2% |
| 3Y | +144.0% | +89.8% | +54.2% | +89.0% |
| 5Y | +287.7% | -8.4% | +296.2% | +269.2% |
| 10Y | +338.3% | +219.5% | +118.9% | +110.8% |
| All | +1,091.2% | +540.1% | +551.1% | +325.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling