+9,562.4%
ROL vs RVTY
+2,899.1%
+6,663.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.8% | -4.9% | -2.7% |
| 7D | +9.5% | -1.2% | +10.7% | +9.6% |
| 30D | +22.9% | +1.0% | +21.9% | +22.4% |
| 3M | +3.5% | +35.8% | -32.3% | -4.1% |
| 6M | -29.4% | +56.7% | -86.1% | -37.0% |
| YTD | -36.1% | +60.7% | -96.8% | -43.7% |
| 1Y | -34.4% | +73.7% | -108.0% | -43.2% |
| 3Y | +4.0% | +82.8% | -78.8% | -13.3% |
| 5Y | +13.2% | -7.0% | +20.3% | +8.1% |
| 10Y | +219.7% | +212.3% | +7.4% | +129.2% |
| All | +9,562.4% | +2,899.1% | +6,663.4% | +4,527.9% |
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