-24.7%
U vs RVTY
+31.9%
-56.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +3.5% |
| 7D | +36.6% | -1.2% | +37.8% | +36.3% |
| 30D | +13.3% | +1.0% | +12.3% | +11.4% |
| 3M | +26.2% | +35.8% | -9.7% | -2.3% |
| 6M | +88.7% | +56.7% | +32.0% | +28.6% |
| YTD | +16.6% | +60.7% | -44.1% | -22.8% |
| 1Y | +29.0% | +73.7% | -44.7% | -20.3% |
| 3Y | +99.5% | +82.8% | +16.7% | +9.9% |
| 5Y | -66.1% | -7.0% | -59.1% | -65.1% |
| All | -24.7% | +31.9% | -56.6% | -48.4% |
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