+11.1%
S vs RVTY
+12.6%
-1.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -7.7% | +1.1% | -8.8% | -8.1% |
| 30D | -5.3% | +13.2% | -18.5% | -9.3% |
| 3M | +20.3% | +27.2% | -7.0% | +9.9% |
| 6M | +47.4% | +32.4% | +15.0% | +31.2% |
| YTD | +32.5% | +34.9% | -2.3% | +16.9% |
| 1Y | +9.5% | +52.4% | -42.8% | -8.2% |
| All | +11.1% | +12.6% | -1.5% | -1.8% |
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 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