+35.0%
UL vs RVTY
+91.6%
-56.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +2.6% | -2.7% | +5.2% | +2.7% |
| 30D | +6.8% | +3.2% | +3.5% | +6.3% |
| 3M | +5.7% | +37.2% | -31.4% | +2.4% |
| 6M | +15.9% | +57.7% | -41.8% | +10.5% |
| YTD | +4.3% | +64.8% | -60.6% | -1.5% |
| 1Y | -0.4% | +72.8% | -73.3% | -6.4% |
| 3Y | +35.0% | +89.8% | -54.8% | +23.1% |
| All | +35.0% | +91.6% | -56.7% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling