-32.9%
RVTY vs BG
+84.9%
-117.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -5.4% | +0.5% | -5.9% | -5.5% |
| 30D | +6.7% | +10.3% | -3.6% | +4.7% |
| 3M | +19.0% | -1.9% | +20.9% | +19.2% |
| 6M | +34.6% | +5.2% | +29.4% | +32.1% |
| YTD | +28.3% | +41.2% | -12.9% | +17.0% |
| 1Y | +46.0% | +50.5% | -4.5% | +30.9% |
| 3Y | +16.9% | +19.9% | -3.0% | +7.5% |
| 5Y | -32.9% | +86.7% | -119.6% | -42.5% |
| All | -32.9% | +84.9% | -117.8% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling