+209.8%
W vs RVTY
+292.3%
-82.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -20.7% |
| 6M | +76.4% | +59.3% | +17.1% | +11.1% |
| YTD | +16.4% | +66.5% | -50.1% | -32.0% |
| 1Y | +9.3% | +77.5% | -68.1% | -40.3% |
| 3Y | +172.8% | +92.5% | +80.3% | +38.3% |
| 5Y | -53.4% | -6.8% | -46.6% | -52.0% |
| 10Y | +243.6% | +225.4% | +18.3% | +25.2% |
| All | +209.8% | +292.3% | -82.4% | -0.2% |
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