-53.6%
Z vs RVTY
+74.0%
-127.6%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -2.5% | +11.9% | +10.0% |
| 7D | +10.2% | -3.6% | +13.7% | +11.1% |
| 30D | +23.7% | +1.4% | +22.3% | +22.7% |
| 3M | -6.6% | +43.2% | -49.8% | -18.0% |
| 6M | -23.0% | +84.5% | -107.5% | -40.7% |
| YTD | -50.3% | +65.2% | -115.5% | -59.5% |
| 1Y | -53.6% | +74.3% | -127.9% | -63.6% |
| All | -53.6% | +74.0% | -127.6% | -63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling