+25.3%
U vs RVTY
+67.3%
-42.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.3% |
| 7D | +2.8% | +4.1% | -1.3% | +1.7% |
| 30D | +7.6% | +1.3% | +6.3% | +6.6% |
| 3M | +12.7% | +33.3% | -20.6% | -0.2% |
| 6M | +87.0% | +58.3% | +28.7% | +49.9% |
| YTD | +13.6% | +62.7% | -49.1% | -3.0% |
| 1Y | +25.3% | +67.2% | -41.9% | +8.8% |
| All | +25.3% | +67.3% | -42.1% | +8.8% |
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 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