+1,514.2%
RF vs RVTY
+2,416.7%
-902.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +1.3% | +1.1% | +0.2% | +1.0% |
| 30D | -3.6% | +13.2% | -16.8% | -7.3% |
| 3M | +8.1% | +27.2% | -19.2% | 0.0% |
| 6M | +11.5% | +32.4% | -20.9% | +1.4% |
| YTD | +15.6% | +34.9% | -19.3% | +4.1% |
| 1Y | +15.7% | +52.4% | -36.7% | 0.0% |
| 3Y | +86.9% | +12.3% | +74.6% | +73.5% |
| 5Y | +89.8% | -30.8% | +120.6% | +99.1% |
| 10Y | +344.7% | +150.7% | +194.0% | +214.3% |
| All | +1,514.2% | +2,416.7% | -902.5% | +559.5% |
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