+247.0%
RL vs RVTY
+78.0%
+169.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.3% |
| 7D | -4.2% | -1.2% | -2.9% | -3.9% |
| 30D | +4.3% | +1.0% | +3.2% | +3.6% |
| 3M | -4.6% | +35.8% | -40.4% | -15.2% |
| 6M | +1.7% | +56.7% | -55.0% | -15.0% |
| YTD | +7.3% | +60.7% | -53.4% | -11.9% |
| 1Y | +20.8% | +73.7% | -52.9% | -4.0% |
| 3Y | +247.0% | +82.8% | +164.2% | +161.2% |
| All | +247.0% | +78.0% | +169.0% | +161.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling