-72.0%
S vs RVTY
-30.5%
-41.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.6% |
| 7D | -7.7% | +1.1% | -8.8% | -8.4% |
| 30D | -5.3% | +13.2% | -18.5% | -12.0% |
| 3M | +20.3% | +27.2% | -7.0% | +3.2% |
| 6M | +47.4% | +32.4% | +15.0% | +20.9% |
| YTD | +32.5% | +34.9% | -2.3% | +6.8% |
| 1Y | +9.5% | +52.4% | -42.8% | -19.1% |
| 3Y | +15.5% | +12.3% | +3.2% | -1.7% |
| All | -72.0% | -30.5% | -41.5% | -59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling