+11,143.8%
RY vs RVTY
+2,160.9%
+8,982.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.4% | +2.5% | -1.8% |
| 7D | -1.1% | -9.0% | +7.9% | +0.7% |
| 30D | +4.4% | -1.6% | +6.0% | +4.6% |
| 3M | -2.9% | +31.2% | -34.1% | -8.8% |
| 6M | +15.6% | +63.6% | -48.0% | +3.3% |
| YTD | +21.8% | +56.3% | -34.5% | +9.2% |
| 1Y | +42.6% | +63.3% | -20.8% | +26.5% |
| 3Y | +160.9% | +72.4% | +88.5% | +124.4% |
| 5Y | +126.1% | -9.6% | +135.7% | +118.7% |
| 10Y | +371.7% | +203.7% | +168.0% | +246.7% |
| All | +11,143.8% | +2,160.9% | +8,982.9% | +5,067.5% |
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 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