+53.4%
T vs RVTY
-7.4%
+60.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.8% | -3.7% | -1.0% |
| 7D | +1.0% | -1.2% | +2.2% | +1.1% |
| 30D | -10.6% | +1.0% | -11.6% | -10.7% |
| 3M | -7.7% | +35.8% | -43.6% | -9.5% |
| 6M | -13.3% | +56.7% | -70.0% | -15.9% |
| YTD | -8.8% | +60.7% | -69.5% | -12.0% |
| 1Y | -8.4% | +73.7% | -82.1% | -12.4% |
| 3Y | +59.6% | +82.8% | -23.1% | +48.6% |
| All | +53.4% | -7.4% | +60.9% | +51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling