+994.8%
RVTY vs EXR
+3,094.9%
-2,100.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.4% | +3.0% |
| 7D | -1.2% | +5.2% | -6.4% | -3.0% |
| 30D | +1.0% | +20.9% | -19.8% | -5.4% |
| 3M | +35.8% | +7.7% | +28.1% | +32.1% |
| 6M | +56.7% | +13.2% | +43.5% | +49.7% |
| YTD | +60.7% | +26.5% | +34.2% | +47.6% |
| 1Y | +73.7% | +27.2% | +46.5% | +59.2% |
| 3Y | +82.8% | +71.5% | +11.2% | +51.0% |
| 5Y | -7.0% | +0.4% | -7.4% | -9.7% |
| 10Y | +212.3% | +225.2% | -12.9% | +100.8% |
| All | +994.8% | +3,094.9% | -2,100.1% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling