+1,112.1%
PSX vs RVTY
+423.7%
+688.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +4.5% | +1.1% | +3.4% | +4.2% |
| 30D | +26.6% | +13.2% | +13.4% | +21.9% |
| 3M | +39.3% | +27.2% | +12.0% | +28.7% |
| 6M | +56.8% | +32.4% | +24.4% | +41.7% |
| YTD | +101.8% | +34.9% | +67.0% | +80.1% |
| 1Y | +99.6% | +52.4% | +47.2% | +70.1% |
| 3Y | +140.3% | +12.3% | +128.1% | +119.9% |
| 5Y | +339.3% | -30.8% | +370.2% | +360.7% |
| 10Y | +369.9% | +150.7% | +219.2% | +145.4% |
| All | +1,112.1% | +423.7% | +688.4% | +361.5% |
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