-69.0%
S vs RVTY
-15.1%
-53.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | +2.0% | -0.5% | +2.4% | +2.3% |
| 30D | -2.7% | +1.5% | -4.3% | -3.4% |
| 3M | -6.9% | +31.5% | -38.3% | -20.4% |
| 6M | +38.1% | +62.7% | -24.6% | +2.6% |
| YTD | +48.0% | +60.0% | -12.0% | +8.8% |
| 1Y | +34.5% | +65.7% | -31.2% | -3.6% |
| 3Y | +38.3% | +85.2% | -46.9% | -18.0% |
| All | -69.0% | -15.1% | -53.9% | -63.3% |
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