-5.1%
SUNB vs RVTY
+32.4%
-37.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.6% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | -14.5% | +10.8% | -25.3% | -16.5% |
| 3M | -13.8% | +26.8% | -40.6% | -18.7% |
| 6M | -5.9% | +39.3% | -45.2% | -15.9% |
| All | -5.1% | +32.4% | -37.5% | -13.9% |
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