+40.5%
RY vs RVTY
+66.4%
-25.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | 0.0% |
| 7D | +0.6% | -0.5% | +1.0% | +0.6% |
| 30D | +5.0% | +1.5% | +3.5% | +4.8% |
| 3M | -5.3% | +31.5% | -36.8% | -8.6% |
| 6M | +13.8% | +62.7% | -48.8% | +6.2% |
| YTD | +21.0% | +60.0% | -39.0% | +11.8% |
| 1Y | +40.5% | +65.7% | -25.2% | +29.0% |
| All | +40.5% | +66.4% | -25.9% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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