-63.9%
XYZ vs RVTY
-7.4%
-56.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | -0.1% |
| 7D | +12.1% | -1.2% | +13.4% | +12.2% |
| 30D | +12.4% | +1.0% | +11.3% | +10.5% |
| 3M | +8.2% | +35.8% | -27.7% | -14.1% |
| 6M | +20.7% | +56.7% | -36.0% | -14.6% |
| YTD | +31.3% | +60.7% | -29.4% | -10.2% |
| 1Y | +20.5% | +73.7% | -53.2% | -23.0% |
| 3Y | +72.6% | +82.8% | -10.1% | -7.0% |
| All | -63.9% | -7.4% | -56.4% | -60.1% |
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