+52.4%
RVTY vs EXR
+1.1%
+51.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.3% |
| 7D | +1.1% | -2.6% | +3.7% | +2.5% |
| 30D | +13.2% | -7.2% | +20.4% | +17.7% |
| 3M | +27.2% | -3.5% | +30.7% | +29.1% |
| 6M | +32.4% | -5.3% | +37.7% | +34.9% |
| YTD | +34.9% | +9.4% | +25.5% | +24.6% |
| 1Y | +52.4% | +1.3% | +51.1% | +46.2% |
| All | +52.4% | +1.1% | +51.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling