+70,808.4%
ROST vs RVTY
+2,416.7%
+68,391.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +0.9% | +1.1% | -0.2% | +0.7% |
| 30D | -8.9% | +13.2% | -22.1% | -11.3% |
| 3M | -0.8% | +27.2% | -28.1% | -6.0% |
| 6M | +8.5% | +32.4% | -23.9% | +1.7% |
| YTD | +28.6% | +34.9% | -6.3% | +19.7% |
| 1Y | +52.3% | +52.4% | 0.0% | +38.1% |
| 3Y | +94.8% | +12.3% | +82.6% | +84.1% |
| 5Y | +110.8% | -30.8% | +141.6% | +116.4% |
| 10Y | +304.5% | +150.7% | +153.9% | +219.7% |
| All | +70,808.4% | +2,416.7% | +68,391.7% | +28,159.8% |
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 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