+74,203.8%
ROST vs RVTY
+2,959.8%
+71,244.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.8% | -0.7% | -1.1% | -1.7% |
| 30D | +6.8% | +1.7% | +5.1% | +6.3% |
| 3M | -4.0% | +36.8% | -40.8% | -10.3% |
| 6M | +12.9% | +60.1% | -47.2% | +1.7% |
| YTD | +34.7% | +64.0% | -29.2% | +20.1% |
| 1Y | +49.5% | +68.2% | -18.7% | +32.6% |
| 3Y | +101.5% | +88.8% | +12.7% | +71.6% |
| 5Y | +120.7% | -10.5% | +131.2% | +114.5% |
| 10Y | +317.8% | +219.7% | +98.2% | +213.7% |
| All | +74,203.8% | +2,959.8% | +71,244.0% | +28,254.6% |
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