+1,582.5%
RL vs RVTY
+2,029.5%
-447.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -4.4% | -0.7% | -3.6% | -4.1% |
| 30D | +5.6% | +1.7% | +3.8% | +4.8% |
| 3M | -0.6% | +36.8% | -37.4% | -10.2% |
| 6M | +15.5% | +60.1% | -44.6% | -0.9% |
| YTD | +12.3% | +64.0% | -51.6% | -4.8% |
| 1Y | +19.3% | +68.2% | -48.9% | +0.3% |
| 3Y | +255.5% | +88.8% | +166.8% | +184.0% |
| 5Y | +247.1% | -10.5% | +257.6% | +239.1% |
| 10Y | +346.0% | +219.7% | +126.3% | +195.6% |
| All | +1,582.5% | +2,029.5% | -447.0% | +525.3% |
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