-30.4%
Z vs RVTY
+69.3%
-99.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.4% | -5.3% | -10.4% |
| 7D | -2.3% | -9.0% | +6.8% | -1.6% |
| 30D | +9.4% | -1.6% | +10.9% | +9.3% |
| 3M | -16.1% | +31.2% | -47.3% | -18.7% |
| 6M | -30.4% | +63.6% | -94.0% | -33.5% |
| All | -30.4% | +69.3% | -99.8% | -33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling