+85.2%
RVTY vs BUD
+49.6%
+35.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | -0.5% | +1.0% | -1.5% | -0.8% |
| 30D | +1.5% | +6.7% | -5.1% | -1.1% |
| 3M | +31.5% | +5.7% | +25.7% | +28.3% |
| 6M | +62.7% | +5.8% | +56.9% | +57.9% |
| YTD | +60.0% | +34.4% | +25.6% | +40.3% |
| 1Y | +65.7% | +33.3% | +32.4% | +45.7% |
| 3Y | +85.2% | +48.8% | +36.4% | +49.4% |
| All | +85.2% | +49.6% | +35.6% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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