+513.3%
XRT vs RVTY
+633.5%
-120.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +0.8% | +1.1% | -0.3% | +0.3% |
| 30D | -4.2% | +13.2% | -17.4% | -9.2% |
| 3M | +5.1% | +27.2% | -22.2% | -5.8% |
| 6M | +2.4% | +32.4% | -30.0% | -10.4% |
| YTD | +3.2% | +34.9% | -31.7% | -11.0% |
| 1Y | +1.5% | +52.4% | -50.8% | -17.2% |
| 3Y | +40.6% | +12.3% | +28.3% | +25.8% |
| 5Y | -1.0% | -30.8% | +29.8% | +6.8% |
| 10Y | +128.4% | +150.7% | -22.3% | +30.8% |
| All | +513.3% | +633.5% | -120.2% | +104.3% |
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