+74.3%
RVTY vs RJF
+7.8%
+66.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.8% | -3.3% |
| 7D | -3.6% | +7.2% | -10.7% | -4.9% |
| 30D | +1.4% | +4.9% | -3.5% | +0.4% |
| 3M | +43.2% | -5.5% | +48.7% | +45.1% |
| 6M | +84.5% | +8.0% | +76.5% | +79.9% |
| YTD | +65.2% | +6.2% | +59.0% | +57.2% |
| 1Y | +74.3% | +7.8% | +66.5% | +65.9% |
| All | +74.3% | +7.8% | +66.5% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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