+6,268.1%
SO vs RVTY
+2,899.1%
+3,369.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.3% |
| 7D | -1.5% | -1.2% | -0.3% | -1.4% |
| 30D | +8.1% | +1.0% | +7.0% | +7.9% |
| 3M | +0.2% | +35.8% | -35.6% | -2.8% |
| 6M | +0.4% | +56.7% | -56.3% | -4.0% |
| YTD | +8.5% | +60.7% | -52.2% | +3.1% |
| 1Y | +4.9% | +73.7% | -68.8% | -1.1% |
| 3Y | +47.9% | +82.8% | -34.9% | +37.4% |
| 5Y | +75.7% | -7.0% | +82.7% | +72.3% |
| 10Y | +178.0% | +212.3% | -34.3% | +143.9% |
| All | +6,268.1% | +2,899.1% | +3,369.0% | +3,806.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling