+97.0%
UUUU vs RVTY
-34.5%
+131.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.3% | -4.0% | -5.4% |
| 7D | -5.0% | -7.4% | +2.4% | -2.2% |
| 30D | -7.8% | +4.5% | -12.3% | -9.4% |
| 3M | -0.4% | +19.5% | -19.9% | -7.9% |
| 6M | -32.9% | +34.1% | -67.0% | -40.9% |
| YTD | -6.3% | +25.3% | -31.5% | -16.1% |
| 1Y | +7.9% | +47.0% | -39.1% | -10.8% |
| 3Y | +85.2% | +14.1% | +71.1% | +61.9% |
| 5Y | +97.0% | -34.6% | +131.5% | +132.4% |
| All | +97.0% | -34.5% | +131.5% | +132.4% |
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 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