+425.9%
RVTY vs BG
+1,131.5%
-705.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +1.1% | +2.8% | -1.7% | +0.3% |
| 30D | +13.2% | +12.0% | +1.2% | +9.6% |
| 3M | +27.2% | -7.7% | +34.9% | +29.4% |
| 6M | +32.4% | +4.5% | +27.9% | +29.2% |
| YTD | +34.9% | +35.7% | -0.8% | +22.0% |
| 1Y | +52.4% | +50.1% | +2.3% | +33.6% |
| 3Y | +12.3% | +12.6% | -0.3% | +5.2% |
| 5Y | -30.8% | +75.4% | -106.2% | -44.3% |
| 10Y | +150.7% | +150.5% | +0.2% | +69.9% |
| All | +425.9% | +1,131.5% | -705.6% | +103.7% |
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 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