+25.0%
ROK vs RVTY
+74.0%
-49.0%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.3% |
| 7D | 0.0% | -3.6% | +3.6% | +1.2% |
| 30D | -2.5% | +1.4% | -3.8% | -3.0% |
| 3M | 0.0% | +43.2% | -43.2% | -13.3% |
| 6M | +11.6% | +84.5% | -72.9% | -13.7% |
| YTD | +15.2% | +65.2% | -50.0% | -7.5% |
| 1Y | +25.0% | +74.3% | -49.3% | -0.8% |
| All | +25.0% | +74.0% | -49.0% | -0.8% |
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