+65.7%
RVTY vs RJF
+3.6%
+62.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | -0.5% | +3.6% | -4.0% | -1.2% |
| 30D | +1.5% | +7.2% | -5.7% | +0.1% |
| 3M | +31.5% | -6.5% | +38.0% | +33.7% |
| 6M | +62.7% | +10.3% | +52.4% | +57.1% |
| YTD | +60.0% | +6.5% | +53.5% | +51.6% |
| 1Y | +65.7% | +6.1% | +59.6% | +57.3% |
| All | +65.7% | +3.6% | +62.1% | +57.3% |
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