+167.1%
RTX vs RVTY
-32.1%
+199.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | -3.1% | +0.4% | -3.5% | -3.2% |
| 30D | -10.6% | +10.8% | -21.4% | -11.9% |
| 3M | +11.6% | +26.8% | -15.1% | +7.8% |
| 6M | -4.5% | +39.3% | -43.8% | -9.2% |
| YTD | +9.6% | +31.6% | -22.0% | +4.6% |
| 1Y | +30.8% | +47.7% | -16.9% | +22.4% |
| 3Y | +152.8% | +19.9% | +132.9% | +140.6% |
| 5Y | +167.1% | -32.3% | +199.5% | +170.6% |
| All | +167.1% | -32.1% | +199.2% | +170.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling