+74.3%
RVTY vs BG
+7.2%
+67.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.3% |
| 7D | -3.6% | -3.8% | +0.2% | -3.8% |
| 30D | +1.4% | -9.6% | +11.0% | +0.8% |
| 3M | +43.2% | -8.5% | +51.7% | +42.0% |
| 6M | +84.5% | -23.0% | +107.5% | +83.0% |
| YTD | +65.2% | +10.9% | +54.3% | +36.3% |
| 1Y | +74.3% | +6.0% | +68.3% | +49.7% |
| All | +74.3% | +7.2% | +67.1% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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