+2,653.9%
UL vs RVTY
+2,416.7%
+237.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.3% | 0.0% |
| 7D | -1.3% | +1.1% | -2.4% | -1.5% |
| 30D | +0.5% | +13.2% | -12.7% | -1.2% |
| 3M | +17.6% | +27.2% | -9.6% | +13.7% |
| 6M | -5.4% | +32.4% | -37.8% | -9.2% |
| YTD | +0.7% | +34.9% | -34.2% | -3.9% |
| 1Y | -9.3% | +52.4% | -61.6% | -15.0% |
| 3Y | +24.5% | +12.3% | +12.3% | +19.7% |
| 5Y | +23.2% | -30.8% | +54.0% | +25.1% |
| 10Y | +64.5% | +150.7% | -86.2% | +38.6% |
| All | +2,653.9% | +2,416.7% | +237.2% | +1,386.4% |
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