+8,630.0%
TER vs RVTY
+2,899.1%
+5,730.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.3% | +1.2% |
| 7D | -20.5% | -1.2% | -19.3% | -19.7% |
| 30D | -47.0% | +1.0% | -48.0% | -47.1% |
| 3M | -43.3% | +35.8% | -79.1% | -51.5% |
| 6M | -42.9% | +56.7% | -99.6% | -54.8% |
| YTD | +12.9% | +60.7% | -47.8% | -12.1% |
| 1Y | +18.2% | +73.7% | -55.5% | -11.7% |
| 3Y | +151.8% | +82.8% | +69.0% | +80.9% |
| 5Y | +54.2% | -7.0% | +61.2% | +50.6% |
| 10Y | +908.2% | +212.3% | +695.9% | +454.2% |
| All | +8,630.0% | +2,899.1% | +5,730.9% | +1,500.0% |
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