+37.6%
S vs RVTY
+70.8%
-33.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +1.2% | -0.7% | +2.0% | +1.5% |
| 30D | -7.3% | +1.7% | -9.1% | -7.5% |
| 3M | +5.9% | +36.8% | -30.9% | -0.3% |
| 6M | +45.6% | +60.1% | -14.5% | +31.1% |
| YTD | +58.5% | +64.0% | -5.4% | +41.2% |
| 1Y | +37.6% | +68.2% | -30.6% | +18.6% |
| All | +37.6% | +70.8% | -33.1% | +18.6% |
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