-68.0%
U vs RVTY
-32.1%
-35.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +4.5% |
| 7D | +4.5% | +0.4% | +4.1% | +4.0% |
| 30D | -0.6% | +10.8% | -11.4% | -8.8% |
| 3M | +48.4% | +26.8% | +21.7% | +20.6% |
| 6M | +115.4% | +39.3% | +76.0% | +58.3% |
| YTD | -3.2% | +31.6% | -34.8% | -24.8% |
| 1Y | -6.0% | +47.7% | -53.7% | -34.8% |
| 3Y | +13.5% | +19.9% | -6.5% | -12.2% |
| 5Y | -68.0% | -32.3% | -35.7% | -52.7% |
| All | -68.0% | -32.1% | -35.9% | -52.7% |
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