-21.6%
Q vs RVTY
+66.1%
-87.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.8% | +3.5% | +5.8% |
| 7D | +0.3% | -1.2% | +1.5% | +0.5% |
| 30D | -9.8% | +1.0% | -10.8% | -9.5% |
| 3M | -12.2% | +35.8% | -48.1% | -15.2% |
| 6M | -21.6% | +56.7% | -78.3% | -27.7% |
| All | -21.6% | +66.1% | -87.7% | -27.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling