+39.2%
S vs RVTY
+74.0%
-34.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.2% |
| 7D | -8.2% | -3.6% | -4.6% | -7.5% |
| 30D | -7.6% | +1.4% | -9.0% | -7.9% |
| 3M | +12.0% | +43.2% | -31.2% | +4.1% |
| 6M | +50.6% | +84.5% | -33.9% | +27.5% |
| YTD | +56.6% | +65.2% | -8.6% | +38.0% |
| 1Y | +39.2% | +74.3% | -35.1% | +19.8% |
| All | +39.2% | +74.0% | -34.7% | +19.8% |
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