+159.9%
RY vs RVTY
+91.6%
+68.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | +0.2% |
| 7D | -0.6% | -2.7% | +2.1% | -0.2% |
| 30D | +6.1% | +3.2% | +2.9% | +5.5% |
| 3M | -3.4% | +37.2% | -40.6% | -8.7% |
| 6M | +12.8% | +57.7% | -44.9% | +3.7% |
| YTD | +21.0% | +64.8% | -43.8% | +9.6% |
| 1Y | +40.5% | +72.8% | -32.4% | +25.9% |
| 3Y | +159.9% | +89.8% | +70.1% | +120.5% |
| All | +159.9% | +91.6% | +68.3% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling