+533.2%
XYZ vs RVTY
+155.6%
+377.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | -1.0% | +1.1% | -2.1% | -1.7% |
| 30D | -1.7% | +13.2% | -14.9% | -10.5% |
| 3M | +16.7% | +27.2% | -10.5% | -3.9% |
| 6M | +26.9% | +32.4% | -5.5% | -0.1% |
| YTD | +27.1% | +34.9% | -7.7% | -1.8% |
| 1Y | +9.3% | +52.4% | -43.1% | -24.4% |
| 3Y | +42.3% | +12.3% | +30.0% | +16.3% |
| 5Y | -69.3% | -30.8% | -38.5% | -61.2% |
| 10Y | +586.8% | +150.7% | +436.1% | +273.4% |
| All | +533.2% | +155.6% | +377.6% | +231.9% |
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