+19.0%
RVTY vs RJF
+72.0%
-53.1%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | +0.4% | +1.8% | -1.4% | -0.2% |
| 30D | +10.8% | 0.0% | +10.8% | +10.7% |
| 3M | +26.8% | +18.0% | +8.8% | +18.7% |
| 6M | +39.3% | +17.0% | +22.4% | +30.8% |
| YTD | +31.6% | +11.1% | +20.5% | +25.3% |
| 1Y | +47.7% | +8.0% | +39.7% | +41.6% |
| All | +19.0% | +72.0% | -53.1% | -2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling