+1.2%
SO vs RVTY
+48.7%
-47.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +0.9% |
| 7D | +1.0% | +0.4% | +0.6% | +1.0% |
| 30D | -3.2% | +10.8% | -14.0% | -3.0% |
| 3M | -1.7% | +26.8% | -28.5% | -1.2% |
| 6M | -7.2% | +39.3% | -46.5% | -6.4% |
| YTD | +4.6% | +31.6% | -27.1% | +5.2% |
| 1Y | +1.2% | +47.7% | -46.5% | +2.5% |
| All | +1.2% | +48.7% | -47.5% | +2.5% |
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