+548.6%
XRT vs RVTY
+796.6%
-248.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | 0.0% |
| 7D | +4.1% | -2.7% | +6.8% | +5.1% |
| 30D | +9.9% | +3.2% | +6.7% | +7.9% |
| 3M | +2.3% | +37.2% | -34.9% | -11.5% |
| 6M | +9.6% | +57.7% | -48.1% | -11.2% |
| YTD | +9.1% | +64.8% | -55.7% | -14.3% |
| 1Y | +16.2% | +72.8% | -56.6% | -10.7% |
| 3Y | +60.1% | +89.8% | -29.7% | +14.4% |
| 5Y | -0.5% | -8.4% | +8.0% | -5.4% |
| 10Y | +145.1% | +219.5% | -74.3% | +25.5% |
| All | +548.6% | +796.6% | -248.0% | +96.6% |
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