+523.8%
RVTY vs BG
+954.5%
-430.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.1% |
| 7D | -0.5% | +2.6% | -3.0% | -1.1% |
| 30D | +1.5% | -6.7% | +8.2% | +3.3% |
| 3M | +31.5% | -9.3% | +40.7% | +34.3% |
| 6M | +62.7% | -18.3% | +81.0% | +70.0% |
| YTD | +60.0% | +16.2% | +43.8% | +50.4% |
| 1Y | +65.7% | +7.6% | +58.1% | +59.2% |
| 3Y | +85.2% | +6.6% | +78.6% | +75.6% |
| 5Y | -14.9% | +22.2% | -37.1% | -24.4% |
| 10Y | +211.9% | +112.0% | +99.9% | +121.0% |
| All | +523.8% | +954.5% | -430.7% | +150.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling