+9,763.6%
ROL vs RVTY
+3,007.5%
+6,756.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.6% | -1.5% | +1.3% |
| 7D | +7.5% | +6.0% | +1.5% | +6.0% |
| 30D | +21.1% | +4.3% | +16.9% | +19.8% |
| 3M | +3.1% | +40.2% | -37.1% | -5.1% |
| 6M | -27.4% | +59.3% | -86.7% | -35.5% |
| YTD | -34.7% | +66.5% | -101.2% | -42.9% |
| 1Y | -32.9% | +77.5% | -110.4% | -42.3% |
| 3Y | +6.1% | +92.5% | -86.3% | -12.5% |
| 5Y | +16.3% | -6.8% | +23.1% | +11.0% |
| 10Y | +214.9% | +225.4% | -10.5% | +123.8% |
| All | +9,763.6% | +3,007.5% | +6,756.0% | +4,587.6% |
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 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