+2,732.3%
UL vs RVTY
+2,936.0%
-203.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.5% | +4.1% | -6.6% | -3.0% |
| 30D | +5.7% | +1.3% | +4.4% | +5.3% |
| 3M | +7.0% | +33.3% | -26.3% | +2.6% |
| 6M | +16.1% | +58.3% | -42.2% | +8.5% |
| YTD | +3.6% | +62.7% | -59.1% | -3.9% |
| 1Y | -1.4% | +67.2% | -68.6% | -8.9% |
| 3Y | +34.1% | +87.3% | -53.3% | +20.2% |
| 5Y | +32.0% | -13.4% | +45.4% | +29.7% |
| 10Y | +104.7% | +217.2% | -112.5% | +66.7% |
| All | +2,732.3% | +2,936.0% | -203.6% | +1,386.0% |
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