-53.4%
W vs RVTY
-6.1%
-47.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.6% | +1.0% | +1.5% |
| 7D | +3.3% | +6.0% | -2.7% | -2.5% |
| 30D | +10.5% | +4.3% | +6.2% | +5.7% |
| 3M | +9.6% | +40.2% | -30.6% | -20.8% |
| 6M | +76.4% | +59.3% | +17.1% | +10.4% |
| YTD | +16.4% | +66.5% | -50.1% | -32.7% |
| 1Y | +9.3% | +77.5% | -68.1% | -41.3% |
| 3Y | +172.8% | +92.5% | +80.3% | +31.4% |
| 5Y | -53.4% | -6.8% | -46.6% | -52.6% |
| All | -53.4% | -6.1% | -47.3% | -52.6% |
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