+197.9%
RVTY vs FIVN
+318.5%
-120.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.1% |
| 7D | +1.1% | -2.3% | +3.4% | +1.5% |
| 30D | +13.2% | +12.4% | +0.8% | +10.1% |
| 3M | +27.2% | +36.0% | -8.8% | +18.5% |
| 6M | +32.4% | +86.0% | -53.6% | +13.9% |
| YTD | +34.9% | +65.9% | -31.1% | +18.1% |
| 1Y | +52.4% | +26.5% | +25.9% | +40.1% |
| 3Y | +12.3% | -54.2% | +66.5% | +20.9% |
| 5Y | -30.8% | -80.5% | +49.6% | -17.5% |
| 10Y | +150.7% | +109.6% | +41.0% | +109.0% |
| All | +197.9% | +318.5% | -120.6% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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