+439.2%
RVMD vs RVTY
+57.1%
+382.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | +6.4% | +13.2% | -6.8% | +2.4% |
| 3M | +34.9% | +27.2% | +7.6% | +24.1% |
| 6M | +107.6% | +32.4% | +75.1% | +84.9% |
| YTD | +163.7% | +34.9% | +128.8% | +136.0% |
| 1Y | +439.2% | +52.4% | +386.8% | +347.5% |
| All | +439.2% | +57.1% | +382.1% | +347.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling