+20.3%
RL vs RVTY
+76.6%
-56.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.2% | +4.8% |
| 7D | +0.2% | +6.0% | -5.8% | -1.4% |
| 30D | +7.3% | +4.3% | +3.0% | +6.0% |
| 3M | +1.0% | +40.2% | -39.2% | -9.3% |
| 6M | +11.8% | +59.3% | -47.5% | -4.8% |
| YTD | +13.6% | +66.5% | -52.9% | -6.0% |
| All | +20.3% | +76.6% | -56.3% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling