+1,984.4%
RSG vs RVTY
+1,011.9%
+972.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | 0.0% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | +3.3% | +10.8% | -7.5% | +1.2% |
| 3M | +8.5% | +26.8% | -18.3% | +3.3% |
| 6M | -3.5% | +39.3% | -42.8% | -10.3% |
| YTD | +5.5% | +31.6% | -26.1% | -1.2% |
| 1Y | -1.7% | +47.7% | -49.4% | -10.4% |
| 3Y | +56.9% | +19.9% | +37.0% | +45.4% |
| 5Y | +89.4% | -32.3% | +121.7% | +94.1% |
| 10Y | +412.5% | +138.4% | +274.1% | +296.7% |
| All | +1,984.4% | +1,011.9% | +972.5% | +1,011.1% |
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