+32.9%
W vs RVTY
+12.6%
+20.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.8% |
| 7D | -4.2% | +1.1% | -5.3% | -4.9% |
| 30D | -7.6% | +13.2% | -20.8% | -15.7% |
| 3M | +37.2% | +27.2% | +9.9% | +12.7% |
| 6M | +26.3% | +32.4% | -6.1% | -0.9% |
| YTD | -1.0% | +34.9% | -35.8% | -24.5% |
| 1Y | +20.1% | +52.4% | -32.3% | -19.3% |
| All | +32.9% | +12.6% | +20.3% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling