-7.2%
T vs RVTY
+48.7%
-55.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | -0.5% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | +7.6% | +10.8% | -3.2% | +8.5% |
| 3M | +15.3% | +26.8% | -11.5% | +17.6% |
| 6M | -8.5% | +39.3% | -47.8% | -5.8% |
| YTD | +6.8% | +31.6% | -24.8% | +7.9% |
| 1Y | -7.2% | +47.7% | -54.9% | -6.5% |
| All | -7.2% | +48.7% | -55.9% | -6.5% |
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