+15,354.0%
ROK vs RVTY
+2,416.7%
+12,937.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | -3.3% | +13.2% | -16.5% | -7.2% |
| 3M | -5.9% | +27.2% | -33.1% | -13.1% |
| 6M | +13.9% | +32.4% | -18.5% | +3.3% |
| YTD | +12.6% | +34.9% | -22.3% | +1.4% |
| 1Y | +28.6% | +52.4% | -23.8% | +11.0% |
| 3Y | +45.1% | +12.3% | +32.8% | +34.9% |
| 5Y | +45.6% | -30.8% | +76.4% | +55.2% |
| 10Y | +345.0% | +150.7% | +194.4% | +216.0% |
| All | +15,354.0% | +2,416.7% | +12,937.3% | +4,808.2% |
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 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