-30.6%
RVTY vs BUD
+46.3%
-76.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +1.1% | +0.3% | +0.8% | +1.0% |
| 30D | +13.2% | -5.7% | +18.9% | +15.7% |
| 3M | +27.2% | +3.1% | +24.1% | +25.3% |
| 6M | +32.4% | +7.9% | +24.5% | +27.8% |
| YTD | +34.9% | +27.3% | +7.5% | +21.3% |
| 1Y | +52.4% | +37.8% | +14.6% | +32.6% |
| 3Y | +12.3% | +49.8% | -37.6% | -6.5% |
| All | -30.6% | +46.3% | -76.9% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling