+14.8%
W vs RVTY
+48.7%
-33.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.4% |
| 7D | +6.5% | +0.4% | +6.1% | +6.3% |
| 30D | -6.2% | +10.8% | -17.1% | -9.7% |
| 3M | +48.9% | +26.8% | +22.1% | +33.8% |
| 6M | +31.2% | +39.3% | -8.1% | +13.1% |
| YTD | -0.4% | +31.6% | -32.1% | -11.7% |
| 1Y | +14.8% | +47.7% | -32.9% | -3.8% |
| All | +14.8% | +48.7% | -33.8% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling