-46.2%
SE vs RVTY
+66.4%
-112.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.5% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -20.9% | +1.5% | -22.5% | -21.2% |
| 3M | -38.9% | +31.5% | -70.3% | -42.6% |
| 6M | -19.4% | +62.7% | -82.1% | -29.3% |
| YTD | -40.9% | +60.0% | -100.9% | -48.0% |
| 1Y | -46.2% | +65.7% | -111.9% | -52.6% |
| All | -46.2% | +66.4% | -112.6% | -52.6% |
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