+85.2%
RVTY vs BG
+6.5%
+78.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.0% |
| 7D | -0.5% | +2.6% | -3.0% | -0.9% |
| 30D | +1.5% | -6.7% | +8.2% | +2.8% |
| 3M | +31.5% | -9.3% | +40.7% | +33.2% |
| 6M | +62.7% | -18.3% | +81.0% | +68.3% |
| YTD | +60.0% | +16.2% | +43.8% | +46.7% |
| 1Y | +65.7% | +7.6% | +58.1% | +55.8% |
| 3Y | +85.2% | +6.6% | +78.6% | +71.6% |
| All | +85.2% | +6.5% | +78.7% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling