+9.2%
Z vs RVTY
+194.9%
-185.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.6% | -5.4% | -5.3% | -7.4% |
| 7D | -2.3% | -9.0% | +6.8% | +2.7% |
| 30D | +9.4% | -1.6% | +10.9% | +9.5% |
| 3M | -16.1% | +31.2% | -47.3% | -30.5% |
| 6M | -30.4% | +63.6% | -94.0% | -50.9% |
| YTD | -55.6% | +56.3% | -111.9% | -68.1% |
| 1Y | -58.5% | +63.3% | -121.9% | -71.2% |
| 3Y | -19.6% | +72.4% | -92.1% | -48.8% |
| 5Y | -54.1% | -9.6% | -44.6% | -55.5% |
| 10Y | -12.1% | +203.7% | -215.8% | -62.7% |
| All | +9.2% | +194.9% | -185.7% | -55.8% |
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 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