-91.9%
UUUU vs RVTY
+516.5%
-608.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +2.4% |
| 7D | +2.8% | +0.4% | +2.4% | +2.5% |
| 30D | +3.4% | +10.8% | -7.4% | -2.5% |
| 3M | -3.9% | +26.8% | -30.7% | -16.9% |
| 6M | -23.2% | +39.3% | -62.5% | -37.3% |
| YTD | +0.6% | +31.6% | -31.1% | -16.3% |
| 1Y | +22.9% | +47.7% | -24.8% | -5.9% |
| 3Y | +98.6% | +19.9% | +78.7% | +57.8% |
| 5Y | +130.2% | -32.3% | +162.6% | +158.5% |
| 10Y | +519.5% | +138.4% | +381.1% | +205.3% |
| All | -91.9% | +516.5% | -608.4% | -98.3% |
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