+11,448.1%
RY vs RVTY
+1,851.1%
+9,597.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +3.1% | +1.1% | +2.0% | +2.9% |
| 30D | -0.3% | +13.2% | -13.5% | -3.0% |
| 3M | +8.7% | +27.2% | -18.6% | +2.9% |
| 6M | +28.5% | +32.4% | -3.9% | +20.2% |
| YTD | +25.1% | +34.9% | -9.8% | +16.2% |
| 1Y | +46.3% | +52.4% | -6.1% | +32.0% |
| 3Y | +154.9% | +12.3% | +142.7% | +140.1% |
| 5Y | +140.3% | -30.8% | +171.1% | +146.9% |
| 10Y | +377.0% | +150.7% | +226.4% | +266.2% |
| All | +11,448.1% | +1,851.1% | +9,597.0% | +5,396.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling