+99.6%
TQQQ vs RVTY
-34.5%
+134.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -0.9% | -1.1% |
| 7D | -3.9% | -7.4% | +3.5% | +3.0% |
| 30D | -5.3% | +4.5% | -9.8% | -9.4% |
| 3M | +0.1% | +19.5% | -19.3% | -17.2% |
| 6M | +40.7% | +34.1% | +6.5% | +2.9% |
| YTD | +31.8% | +25.3% | +6.5% | +1.2% |
| 1Y | +48.2% | +47.0% | +1.2% | -4.6% |
| 3Y | +253.6% | +14.1% | +239.5% | +168.3% |
| 5Y | +99.6% | -34.6% | +134.2% | +249.8% |
| All | +99.6% | -34.5% | +134.1% | +249.8% |
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