+1,570.9%
QQQ vs RVTY
+1,131.9%
+439.1%
-83.0%
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 | +0.4% | +1.1% | -0.7% | -0.1% |
| 30D | +0.2% | +13.2% | -13.0% | -4.3% |
| 3M | -2.8% | +27.2% | -30.1% | -11.5% |
| 6M | +18.0% | +32.4% | -14.4% | +5.1% |
| YTD | +17.3% | +34.9% | -17.6% | +3.3% |
| 1Y | +25.6% | +52.4% | -26.8% | +5.1% |
| 3Y | +93.7% | +12.3% | +81.5% | +74.1% |
| 5Y | +94.2% | -30.8% | +125.0% | +105.6% |
| 10Y | +557.9% | +150.7% | +407.2% | +327.0% |
| All | +1,570.9% | +1,131.9% | +439.1% | +452.2% |
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