+20.7%
RL vs RVTY
+74.8%
-54.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +1.3% | -2.7% | +4.0% | +2.1% |
| 30D | +7.6% | +3.2% | +4.4% | +6.6% |
| 3M | -1.5% | +37.2% | -38.7% | -11.0% |
| 6M | +12.1% | +57.7% | -45.6% | -4.3% |
| YTD | +13.9% | +64.8% | -50.9% | -5.4% |
| 1Y | +20.7% | +72.8% | -52.2% | -3.6% |
| All | +20.7% | +74.8% | -54.1% | -3.6% |
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