+1,096.1%
XLY vs RVTY
+1,082.3%
+13.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.2% |
| 7D | -3.9% | -7.4% | +3.6% | -1.8% |
| 30D | -6.1% | +4.5% | -10.6% | -7.4% |
| 3M | -1.2% | +19.5% | -20.6% | -6.5% |
| 6M | -1.8% | +34.1% | -35.9% | -10.5% |
| YTD | -5.9% | +25.3% | -31.1% | -12.9% |
| 1Y | -3.1% | +47.0% | -50.1% | -14.6% |
| 3Y | +36.0% | +14.1% | +21.8% | +25.6% |
| 5Y | +27.6% | -34.6% | +62.1% | +36.0% |
| 10Y | +216.8% | +136.0% | +80.8% | +135.8% |
| All | +1,096.1% | +1,082.3% | +13.8% | +438.6% |
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 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