-60.3%
Z vs RVTY
+74.8%
-135.1%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.0% | -4.5% | -5.2% |
| 7D | -6.5% | -2.7% | -3.8% | -5.8% |
| 30D | -0.1% | +3.2% | -3.3% | -1.3% |
| 3M | -14.1% | +37.2% | -51.3% | -23.4% |
| 6M | -30.1% | +57.7% | -87.7% | -41.4% |
| YTD | -57.5% | +64.8% | -122.4% | -65.4% |
| 1Y | -60.3% | +72.8% | -133.2% | -68.8% |
| All | -60.3% | +74.8% | -135.1% | -68.8% |
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