+73,489.3%
ROST vs RVTY
+2,976.2%
+70,513.1%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | +3.2% | -2.7% | +5.9% | +3.7% |
| 30D | +7.4% | +3.2% | +4.2% | +6.6% |
| 3M | -6.1% | +37.2% | -43.2% | -12.3% |
| 6M | +6.2% | +57.7% | -51.5% | -4.0% |
| YTD | +33.4% | +64.8% | -31.4% | +18.9% |
| 1Y | +48.8% | +72.8% | -24.0% | +31.2% |
| 3Y | +99.5% | +89.8% | +9.7% | +69.8% |
| 5Y | +112.7% | -8.4% | +121.1% | +105.7% |
| 10Y | +316.4% | +219.5% | +97.0% | +212.7% |
| All | +73,489.3% | +2,976.2% | +70,513.1% | +27,952.7% |
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